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

DOI10.1145/1029174.1029175MaRDI QIDQ4565345zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

simulationregenerationbias-reducing estimatorssteady-state estimation

Mathematics Subject Classification ID

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

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(6)

• Multivariate Estimation of Conditional Performance Measures in Regenerative Simulation
• A note on bias and mean squared error in steady-state quantile estimation
• Reducing bias in event time simulations via measure changes
• On the theoretical comparison of low-bias steady-state estimators
• scientific article; zbMATH DE number 108577 (Why is no real title available?)
• Some topics in regenerative steady-state simulation

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