Empirical performance of bias-reducing estimators for regenerative steady-state simulations

DOI10.1145/1029174.1029175zbMATH Open1478.62235OpenAlexW2085308126MaRDI QIDQ4565345FDOQ4565345

Authors: Ming-hua Hsieh, Donald L. Iglehart, Peter W. Glynn 

Publication date: 12 June 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/1029174.1029175

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zbMATH Keywords

simulationregenerationbias-reducing estimatorssteady-state estimation

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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• Some topics in regenerative steady-state simulation
• Multivariate Estimation of Conditional Performance Measures in Regenerative Simulation
• On the theoretical comparison of low-bias steady-state estimators
• Title not available (Why is that?)
• Reducing bias in event time simulations via measure changes
• A note on bias and mean squared error in steady-state quantile estimation

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