Multivariate Simulation Output Analysis

DOI10.1080/01966324.1984.10737148zbMath0571.65118OpenAlexW2040873994MaRDI QIDQ3687678

Andrew F. Seila

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1080/01966324.1984.10737148

zbMATH Keywords

stationary processesregenerative processesmultivariate estimationdiscrete event simulation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Probabilistic models, generic numerical methods in probability and statistics (65C20) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Regenerative simulation of response times in networks of queues
• Multivariate estimation in regenerative simulation
• An introduction to the regenerative method for simulation analysis
• Confidence Intervals for Steady-State Simulations: I. A Survey of Fixed Sample Size Procedures
• Regenerative stochastic processes
• Simulation of Non-Markovian Systems
• A Sequential Procedure for Determining the Length of a Steady-State Simulation
• Statistical analysis of the output data from terminating simulations
• Statistical Analysis for Queueing Simulations
• Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations
• Grouping Observations in Digital Simulation
• Multivariate Estimation of Conditional Performance Measures in Regenerative Simulation
• Simultaneous Confidence Interval Estimation
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Multivariate Simulation Output Analysis