Grouping Observations in Digital Simulation

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

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04)

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

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