Performance of folded variance estimators for simulation

DOI10.1145/1842713.1842714zbMATH Open1490.62218OpenAlexW1998442109MaRDI QIDQ4635150FDOQ4635150

Authors: Christos Alexopoulos, Claudia Antonini, David Goldsman, Melike Meterelliyoz 

Publication date: 16 April 2018

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

Full work available at URL: https://doi.org/10.1145/1842713.1842714

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zbMATH Keywords

standardized time seriessteady-state simulationsimulation output analysismethod of batch meansfolded estimators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10)

Cited In (7)

• Cramér-von Mises variance estimators for simulations
• Variance and derivative estimation of virtual performance
• Simulation output analysis using integrated paths. II: Low bias estimators
• Properties of batched quadratic-form variance parameter estimators for simulations
• Folded overlapping variance estimators for simulation
• Combining standardized time series area and Cramér–von Mises variance estimators
• Overlapping Variance Estimators for Simulation

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