Analysis of initial transient deletion for replicated steady-state simulations
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Publication:1183384
DOI10.1016/0167-6377(91)90020-PzbMath0752.65100MaRDI QIDQ1183384
Peter W. Glynn, Philip Heidelberger
Publication date: 28 June 1992
Published in: Operations Research Letters (Search for Journal in Brave)
stochastic process; generating of confidence intervals; initial transient delection; method of independent replications; replicated steady-state simulations
62F25: Parametric tolerance and confidence regions
62M09: Non-Markovian processes: estimation
65C99: Probabilistic methods, stochastic differential equations
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