N-Skart: A Nonsequential Skewness- and Autoregression-Adjusted Batch-Means Procedure for Simulation Analysis
DOI10.1109/TAC.2010.2052137zbMATH Open1368.62248DBLPjournals/tac/TafazzoliSW11OpenAlexW2039033272WikidataQ57436934 ScholiaQ57436934MaRDI QIDQ5347600FDOQ5347600
Authors: Ali Tafazzoli, Natalie M. Steiger, James R. Wilson 
Publication date: 25 August 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2010.2052137
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25)
Cited In (6)
- On the marginal standard error rule and the testing of initial transient deletion methods
- Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations
- Selecting Stopping Rules for Confidence Interval Procedures
- Higher-order coverage errors of batching methods via Edgeworth expansions on \(t\)-statistics
- Finite-sample performance of absolute precision stopping rules
- Variance estimation and sequential stopping in steady-state simulations using linear regression
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