A Sequential Stopping Rule for a Steady-State Simulation Based on Time-Series Forecasting

DOI10.1177/0037549702078011001zbMath1060.68138MaRDI QIDQ4456571

Sonia E. Leach, John W. Fowler, J. Bert Keats, Gerald T. Mackulak, Sungmin Park

Publication date: 16 March 2004

Published in: SIMULATION (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0037549702078011001

zbMATH Keywords

forecasting; steady-state simulation; covariance stationary process; cumulative sample mean; problem of the initial transient; sequential stopping rule

Mathematics Subject Classification ID

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