Weighted Batch Means for Confidence Intervals in Steady-State Simulations

DOI10.1287/MNSC.39.8.1002zbMath0786.65132OpenAlexW2169224483MaRDI QIDQ4276609

W. David Kelton, Diane P. Bischak, Stephen M. Pollock

Publication date: 3 May 1994

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.39.8.1002

zbMATH Keywords

confidence intervalsbatch meansdiscrete-time and covariance- stationary stochastic processes

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Stationary stochastic processes (60G10) Probabilistic methods, stochastic differential equations (65C99)

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Estimating the steady-state mean from short transient simulations ⋮ Simulation output analysis using the threshold bootstrap

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