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

DOI10.1177/0037549702078011001zbMath1060.68138OpenAlexW2116802486MaRDI 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

forecastingsteady-state simulationcovariance stationary processcumulative sample meanproblem of the initial transientsequential stopping rule

Mathematics Subject Classification ID

Cites Work

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• Confidence Intervals for Steady-State Simulations II: A Survey of Sequential Procedures
• Evaluation of commonly used rules for detecting “steady state” in computer simulation
• Estimating Sample Size in Computing Simulation Experiments
• Bias Considerations in Simulation Experiments

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