An Implementation of the Batch Means Method
DOI10.1287/IJOC.9.3.296zbMATH Open0908.62085OpenAlexW2169493532MaRDI QIDQ4366469FDOQ4366469
Authors: George S. Fishman, L. Stephen Yarberry 
Publication date: 15 March 1999
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.9.3.296
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Cited In (11)
- On the validity of the batch quantile method for Markov chains
- ASAP3: a batch means procedure for steady-state simulation analysis
- Extended dynamic partial-overlapping batch means estimators for steady-state simulations
- Variance estimation and sequential stopping in steady-state simulations using linear regression
- Spaced batch means
- Data-Based Choice of Batch Size for Simulation Output Analysis
- Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations
- A wavelet-based spectral procedure for steady-state simulation analysis
- Weighted Batch Means for Confidence Intervals in Steady-State Simulations
- Simulation output analysis using the threshold bootstrap
- Simulation analysis in cognitive radio networks with unreliability and abandonment
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