Replicated batch means variance estimators in the presence of an initial transient

DOI10.1145/1176249.1176250MaRDI QIDQ4565374zbMATH OpenOpenAlexFDO

Authors Christos Alexopoulos, Sigrún Andradóttir, Nilay Tanık Argon, David Goldsman

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/10.1145/1176249.1176250

zbMATH Keywords

variance estimationtransient analysisstochastic simulationbatch meanssteady-state analysisindependent replications

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(1)

• Replicated batch means for steady-state simulations

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