Replication splitting and variance for simulating discrete-parameter stochastic processes (Q1077326)
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scientific article; zbMATH DE number 3956803
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Replication splitting and variance for simulating discrete-parameter stochastic processes |
scientific article; zbMATH DE number 3956803 |
Statements
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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0.7699752449989319
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0.7423211932182312
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0.7408555150032043
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0.7404265403747559
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0.7373864054679871
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