Grouping Observations in Digital Simulation
From MaRDI portal
Publication:4147404
DOI10.1287/MNSC.24.5.510zbMATH Open0371.62009OpenAlexW2146907324MaRDI QIDQ4147404FDOQ4147404
Authors: George S. Fishman
Publication date: 1978
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.24.5.510
Cited In (15)
- A fast algorithm for the estimation of statistical error in DNS (or experimental) time averages
- Batch size effects on the efficiency of control variates in simulation
- On the robustness of batching estimators.
- Extended dynamic partial-overlapping batch means estimators for steady-state simulations
- Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation
- Statistical analysis of steady-state simulations: Survey of recent progress
- Variance estimation and sequential stopping in steady-state simulations using linear regression
- A statistical process control approach to selecting a warm-up period for a discrete-event simulation
- Starting and stopping rules for simulations using a priori information
- Multivariate Simulation Output Analysis
- On coverage probability, independence and normality in batch means algorithms
- Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations
- Adjoint sensitivity analysis of chaotic dynamical systems with non-intrusive least squares shadowing
- A wavelet-based spectral procedure for steady-state simulation analysis
- Properties of batch means from stationary ARMA time series
This page was built for publication: Grouping Observations in Digital Simulation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4147404)