Confidence Interval Estimation Using Standardized Time Series

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Cited in

(45)

Combining standardized time series area and Cramér–von Mises variance estimators
Nonparametric confidence intervals for location in time series data
The pivot algorithm: a highly efficient Monte Carlo method for the self-avoiding walk.
An improved standardized time series Durbin-Watson variance estimator for steady-state simulation
Batch size effects on the efficiency of control variates in simulation
Some properties of simulation interval estimators under dependence induction
Student t-tests and compound tests to detect transients in simulated time series
On the dispersion matrix of variance estimators of the sample mean in the analysis of simulation output
Estimating the steady-state mean from short transient simulations
Markov chain Monte Carlo confidence intervals
Confidence intervals using orthonormally weighted standardized time series
A self-normalized approach to confidence interval construction in time series
On the robustness of batching estimators.
Boundary crossing probabilities for the cumulative sample mean
Using excursion to analyze simulation output
Confidence intervals based on optimal estimating function for median of a stationary time series
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Efficiency and robustness in subsampling for dependent data
Linear combinations of overlapping variance estimators for simulation
Kernel estimation of quantile sensitivities
Batch variance estimators for the median of simulation output.
Extended dynamic partial-overlapping batch means estimators for steady-state simulations
On the estimation of optimal batch sizes in the analysis of simulation output
Arma-Based Confidence Intervals for Simulation Output Analysis
Higher-order coverage errors of batching methods via Edgeworth expansions on \(t\)-statistics
Determining confidence intervals in analyzing climatic series
Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation
Folded overlapping variance estimators for simulation
Variance estimation and sequential stopping in steady-state simulations using linear regression
Asymptotically valid single-stage multiple-comparison procedures
Estimation Methods for Delays in Non-regenerative Discrete-Event Systems
A new class of strongly consistent variance estimators for steady-state simulations
Multiple-comparison procedures for steady-state simulations
Ranking and Selection Techniques with Overlapping Variance Estimators for Simulations
Spaced batch means
Discrete-time conversion for simulating semi-Markov processes
Tests For Constancy Of Model Parameters Over Time
Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations
A Hellinger distance approach to MCMC diagnostics
Comparison of pivotals for confidence bounds and intervals for the mean of a stationary time series
Simulation methodology - an introduction for queueing theorists
Estimating the confidence interval of evolutionary stochastic process mean from wavelet based bootstrapping
Validation of Simulation Models via Simultaneous Confidence Intervals
Simulation output analysis using the threshold bootstrap
The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis

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