Reliable estimation via simulation
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Publication:1892648
DOI10.1007/BF01148945zbMath0822.60084OpenAlexW2103283600MaRDI QIDQ1892648
Publication date: 10 September 1995
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01148945
rates of convergencesimulationsstationary distributionqueueing systemsrobust estimationregenerative processesasymptotic normality of M-estimators
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)
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Cites Work
- Renewal theory for m-dependent variables
- Influence functionals for time series (with discussion)
- Convergence of stochastic empirical measures
- Statistical analysis of queueing systems
- Assessing the sensitivity of queuing systems
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- Asymptotic Formulas for Markov Processes with Applications to Simulation
- Queueing Simulation in Heavy Traffic
- The Asymptotic Efficiency of Simulation Estimators
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- Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
- Planning Queueing Simulations
- Complete exponential convergence and some related topics
- Robust Statistics
- Set-valued analysis
- Large deviations for renewal processes
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