Simulation Output Analysis Using Standardized Time Series

DOI10.1287/moor.15.1.1zbMath0704.65110OpenAlexW2141422615MaRDI QIDQ3484325

Donald L. Iglehart, Peter W. Glynn

Publication date: 1990

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.15.1.1

zbMATH Keywords

confidence intervalsasymptotic behaviorfunctional central limit theoremsteady statestandardized time seriessimulation output analysisasymptotic end-point variability

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

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