An Implementation of the Batch Means Method

DOI10.1287/ijoc.9.3.296zbMath0908.62085OpenAlexW2169493532MaRDI QIDQ4366469

L. Stephen Yarberry, George S. Fishman

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

zbMATH Keywords

stationary stochastic processesstationary stochastic processbatch means methoddiscrete-event simulation experiments

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Parametric tolerance and confidence regions (62F25) Non-Markovian processes: estimation (62M09) Monte Carlo methods (65C05) Software, source code, etc. for problems pertaining to numerical analysis (65-04)

Related Items (6)

Simulation analysis in cognitive radio networks with unreliability and abandonment ⋮ Variance estimation and sequential stopping in steady-state simulations using linear regression ⋮ Simulation output analysis using the threshold bootstrap ⋮ A wavelet-based spectral procedure for steady-state simulation analysis ⋮ Extended dynamic partial-overlapping batch means estimators for steady-state simulations ⋮ Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations

Uses Software

• SIMSCRIPT

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