Replication splitting and variance for simulating discrete-parameter stochastic processes (Q1077326)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Replication splitting and variance for simulating discrete-parameter stochastic processes |
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Replication splitting and variance for simulating discrete-parameter stochastic processes (English)
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1986
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replication splitting
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budget constraint
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allocation of a fixed amount of simulation effort
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non-stationary discrete-time processes
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positive autocorrelation
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variance reduction
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