scientific article; zbMATH DE number 830008

DOI10.1002/1520-6750(199512)42:8%3C1161::AID-NAV3220420804%3E3.0.CO;2-2MaRDI QIDQ4859574zbMATH OpenFDO

Authors Halim Damerdji, David Goldsman

Publication date 9 September 1997

Full work available at URL https://doi.org/10.1002/1520-6750(199512)42:8%3C1161::AID-NAV3220420804%3E3.0.CO;2-2

zbMATH Keywords

area estimatorcentral limit theoremconsistencyCramer-von Mises area estimatorsprocess variancerate of convergencetime seriesweighted area estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Properties of Standardized Time Series Weighted Area Variance Estimators
• Combining standardized time series area and Cramér–von Mises variance estimators
• Strong Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
• Confidence intervals using orthonormally weighted standardized time series
• Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis

Cites work

• scientific article; zbMATH DE number 3858075 (Why is no real title available?)
• Strong Consistency of the Variance Estimator in Steady-State Simulation Output Analysis

Cited in

(3)

• Properties of Standardized Time Series Weighted Area Variance Estimators
• Combining standardized time series area and Cramér–von Mises variance estimators
• An improved standardized time series Durbin-Watson variance estimator for steady-state simulation

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