A Sequential Procedure for Determining the Length of a Steady-State Simulation
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Publication:3857641
DOI10.1287/opre.27.5.1011zbMath0423.65008OpenAlexW2037446532MaRDI QIDQ3857641
Averill M. Law, John S. Carson
Publication date: 1979
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.27.5.1011
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic models, generic numerical methods in probability and statistics (65C20) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Probabilistic methods, stochastic differential equations (65C99)
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