Weighted Batch Means for Confidence Intervals in Steady-State Simulations
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Publication:4276609
DOI10.1287/mnsc.39.8.1002zbMath0786.65132MaRDI 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
62F25: Parametric tolerance and confidence regions
60G10: Stationary stochastic processes
65C99: Probabilistic methods, stochastic differential equations
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