Data-Based Choice of Batch Size for Simulation Output Analysis
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Publication:4420120
DOI10.1177/003754979807100104zbMath1037.68813OpenAlexW2033957673MaRDI QIDQ4420120
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Publication date: 1998
Published in: SIMULATION (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1177/003754979807100104
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Related Items (5)
Recursive estimation of time-average variance constants ⋮ Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator ⋮ Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration ⋮ NONPARAMETRIC ESTIMATION OF THE VARIANCE OF SAMPLE MEANS BASED ON NONSTATIONARY SPATIAL DATA ⋮ Batch variance estimators for the median of simulation output.
Cites Work
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- Cox's regression model for counting processes: A large sample study
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- Spaced batch means
- The asymptotic distribution theory of the empiric cdf for mixing stochastic processes
- The jackknife and the bootstrap for general stationary observations
- Approximation Theorems of Mathematical Statistics
- Simulation Output Analysis Using Standardized Time Series
- An Investigation of Finite-Sample Behavior of Confidence Interval Estimators
- Optimal Mean-Squared-Error Batch Sizes
- Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
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