| Publication | Date of Publication | Type |
|---|
| Automated Estimation of Extreme Steady-State Quantiles via the Maximum Transformation | 2023-07-21 | Paper |
| Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations | 2020-10-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5212093 | 2020-01-24 | Paper |
| Green simulation of pandemic disease propagation | 2019-11-20 | Paper |
| Tandem-width sequential confidence intervals for a Bernoulli proportion | 2019-08-07 | Paper |
| Confidence intervals using orthonormally weighted standardized time series | 2018-07-13 | Paper |
| ASAP3: a batch means procedure for steady-state simulation analysis | 2018-06-12 | Paper |
| To batch or not to batch? | 2018-06-12 | Paper |
| Replicated batch means variance estimators in the presence of an initial transient | 2018-06-12 | Paper |
| Performance of folded variance estimators for simulation | 2018-04-16 | Paper |
| Symmetric -charts: Sensitivity to nonnormality and control-limit estimation | 2017-03-03 | Paper |
| Variance estimation and sequential stopping in steady-state simulations using linear regression | 2015-03-05 | Paper |
| Optimal Selection of the Most Probable Multinomial Alternative | 2014-12-12 | Paper |
| Folded overlapping variance estimators for simulation | 2012-12-29 | Paper |
| On valuing and hedging European options when volatility is estimated directly | 2012-08-16 | Paper |
| Efficient computation of overlapping variance estimators for simulation | 2012-06-18 | Paper |
| Properties of batched quadratic-form variance parameter estimators for simulations | 2012-05-30 | Paper |
| Ranking and selection for steady-state simulation: procedures and perspectives | 2012-05-30 | Paper |
| Ranking and Selection Techniques with Overlapping Variance Estimators for Simulations | 2009-12-16 | Paper |
| An improved standardized time series Durbin-Watson variance estimator for steady-state simulation | 2009-08-14 | Paper |
| Overlapping Variance Estimators for Simulation | 2009-08-13 | Paper |
| Combining standardized time series area and Cramér–von Mises variance estimators | 2008-01-18 | Paper |
| Exact expected values of variance estimators for simulation | 2008-01-18 | Paper |
| Linear combinations of overlapping variance estimators for simulation | 2007-10-30 | Paper |
| A Stochastic Model of Airline Operations | 2003-06-29 | Paper |
| Standardized time series \(L_p\)-norm variance estimators for simulations. | 2002-10-16 | Paper |
| Student t-tests and compound tests to detect transients in simulated time series | 2002-08-18 | Paper |
| Cramér-von Mises variance estimators for simulations | 2002-02-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3843177 | 1998-08-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4859574 | 1997-09-09 | Paper |
| Large-Sample Results for Batch Means | 1997-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4850650 | 1995-12-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4286305 | 1994-03-27 | Paper |
| A comparison of the performances of procedures for selecting the normal population having the largest mean when the populations have a common unknown variance | 1993-01-16 | Paper |
| An Investigation of Finite-Sample Behavior of Confidence Interval Estimators | 1993-01-05 | Paper |
| Spaced batch means | 1992-06-27 | Paper |
| Properties of Standardized Time Series Weighted Area Variance Estimators | 1990-01-01 | Paper |
| Note—New Confidence Interval Estimators Using Standardized Time Series | 1990-01-01 | Paper |
| A single–stage selection procedure for multi–factor multinomial experiments with multiplicativity | 1989-01-01 | Paper |
| Truncation of the Bechhofer-Kiefer-Sobel sequential procedure for selecting the normal population which has the largest mean (111): supplementary truncation numbers and resulting performance characteristics | 1989-01-01 | Paper |
| Truncation of the Bechhofer-Kiefer-Sobel sequential procedure for selecting the normal population which has the largest mean (ii): 2-factor experiments with no interaction | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4731995 | 1988-01-01 | Paper |
| Truncation of the Bechhofer-Kiefer-Sobel sequential procedure for selecting the normal population which has the largest mean | 1987-01-01 | Paper |
| Truncation of the bechhofer-kiefer-sobel sequential procedure for selecting the multinomial event which has the largest probability (ii): extended tables and an improved procedure | 1986-01-01 | Paper |
| Truncation of the Bechhofer-Kiefer-Sobel sequential procedure for selecting the multinomial event which has the largest probability | 1985-01-01 | Paper |
| Asymptotic Properties of Some Confidence Interval Estimators for Simulation Output | 1984-01-01 | Paper |
