Performance of folded variance estimators for simulation
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Publication:4635150
DOI10.1145/1842713.1842714zbMath1490.62218MaRDI QIDQ4635150
Claudia Antonini, Melike Meterelliyoz, David Goldsman, Christos Alexopoulos
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
steady-state simulation; standardized time series; simulation output analysis; method of batch means; folded estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09: Non-Markovian processes: estimation
60G10: Stationary stochastic processes
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