Extended dynamic partial-overlapping batch means estimators for steady-state simulations
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Publication:1046068
DOI10.1016/j.ejor.2009.09.009zbMath1178.62092MaRDI QIDQ1046068
Mingchang Chih, Wheyming Tina Song
Publication date: 21 December 2009
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2009.09.009
62M09: Non-Markovian processes: estimation
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New recursive estimators of the time-average variance constant, Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations
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