Permuted Standardized Time Series for Steady-State Simulations

DOI10.1287/MOOR.1050.0183MaRDI QIDQ5387983zbMATH OpenOpenAlexFDO

Authors James M. Calvin, Marvin K. Nakayama

Publication date 27 May 2008

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/7af4c581150b72c4b93d25c0119ef6179614a51a

zbMATH Keywords

confidence intervalsfunctional central limit theoremsteady-state simulation

Mathematics Subject Classification ID

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

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Cited in

(4)

• Resampled regenerative estimators
• Higher-order coverage errors of batching methods via Edgeworth expansions on \(t\)-statistics
• Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation
• Folded overlapping variance estimators for simulation

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