scientific article; zbMATH DE number 540429
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Publication:4286305
DOI10.1002/1520-6750(199403)41:2%3C171::AID-NAV3220410204%3E3.0.CO;2-NzbMATH Open0789.62067MaRDI QIDQ4286305FDOQ4286305
Authors: David Goldsman, Lee W. Schruben, James J. Swain 
Publication date: 27 March 1994
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Recommendations
- Student t-tests and compound tests to detect transients in simulated time series
- Initial transient detection in simulations using the second-order cumulant spectrum
- Optimal Tests for Initialization Bias in Simulation Output
- Simulation Run Length Control in the Presence of an Initial Transient
- Power of the MOSUM test for online detection of a transient change in mean
Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)
Cites Work
Cited In (9)
- Power of the MOSUM test for online detection of a transient change in mean
- Student t-tests and compound tests to detect transients in simulated time series
- Detecting shifts in the mean of a simulation output process
- Analysis of the behavior of the transient period in non-terminating simulations
- A test for the distributional comparison of simulated and historical data
- A statistical process control approach to selecting a warm-up period for a discrete-event simulation
- Adaptive Minimum Confidence Region Rule for Multivariate Initialization Bias Truncation in Discrete-Event Simulations
- Optimal Tests for Initialization Bias in Simulation Output
- Tests for Trend: A Simulation Study
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