Multivariate estimation in regenerative simulation

DOI10.1016/0167-6377(82)90019-0MaRDI QIDQ1167526zbMATH OpenOpenAlexFDO

Authors Andrew F. Seila

Publication date 1982

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(82)90019-0

zbMATH Keywords

confidence regionsmultivariate estimationregenerative processesregenerative simulationsimultaneous confidence intervals

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Probabilistic methods, stochastic differential equations (65C99)

Cites work

• Existence of Limits in Regenerative Processes
• scientific article; zbMATH DE number 3854477 (Why is no real title available?)
• scientific article; zbMATH DE number 3638844 (Why is no real title available?)
• scientific article; zbMATH DE number 3291672 (Why is no real title available?)
• Multivariate estimation in regenerative simulation
• Regenerative stochastic processes
• Simulating stable stochastic systems, V: Comparison of ratio estimators
• Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations
• Statistical Analysis for Queueing Simulations

Cited in

(11)

• Multivariate estimation in regenerative simulation
• Weighted batch means estimators in Markov chain Monte Carlo
• Revisiting the Gelman-Rubin diagnostic
• Validation of Simulation Models via Simultaneous Confidence Intervals
• Tutorial
• Multivariate Simulation Output Analysis
• Assessing and Visualizing Simultaneous Simulation Error
• Multivariate Estimation of Conditional Performance Measures in Regenerative Simulation
• Multivariate strong invariance principles in Markov chain Monte Carlo
• Estimating Monte Carlo variance from multiple Markov chains
• Efficient Multivariate Initial Sequence Estimators for MCMC

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