On the theoretical comparison of low-bias steady-state estimators

DOI10.1145/1189756.1189760zbMATH Open1281.62187OpenAlexW2059277645MaRDI QIDQ3549151FDOQ3549151

Authors: Hernan Awad, Peter W. Glynn 

Publication date: 21 December 2008

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/1189756.1189760

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zbMATH Keywords

steady-state simulationLow-bias estimatorsmean-square error expansion

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (4)

• Empirical performance of bias-reducing estimators for regenerative steady-state simulations
• Computing Bayesian means using simulation
• Transient error approximation in a Lévy queue
• Coupling from the past with randomized quasi-Monte Carlo

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