Mean Value Estimation of a Covariance Stationary, Continuous-Time Process, with Simulation Output Applications

DOI10.1080/01966324.1981.10737074zbMath0532.62063OpenAlexW2087231721WikidataQ58261387 ScholiaQ58261387MaRDI QIDQ3314787

M. Danesh-Ashtiani, A. V. Gafarian

Publication date: 1981

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1981.10737074

zbMATH Keywords

mean value estimationcovariance stationary continuous-time processsimulation output applications

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Asymptotic Efficiency in Polynomial Estimation
• Detecting Initialization Bias in Simulation Output
• Evaluation of commonly used rules for detecting “steady state” in computer simulation
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