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

DOI10.1145/1176249.1176250zbMATH Open1478.62246OpenAlexW2075712519MaRDI QIDQ4565374FDOQ4565374

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

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zbMATH Keywords

variance estimationtransient analysisstochastic simulationbatch meanssteady-state analysisindependent replications

Mathematics Subject Classification ID

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

Cited In (1)

• Replicated batch means for steady-state simulations

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