Estimating the steady-state mean from short transient simulations
DOI10.1016/J.EJOR.2002.08.001zbMATH Open1080.62060OpenAlexW1966783582MaRDI QIDQ706919FDOQ706919
Authors: Pieter A. Sheth-Voss, Thomas R. Willemain, Jorge Haddock 
Publication date: 9 February 2005
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/6596
Recommendations
- Replicated batch means for steady-state simulations
- Weighted Batch Means for Confidence Intervals in Steady-State Simulations
- A new approach for dealing with the startup problem in discrete event simulation
- To batch or not to batch?
- Simulation Run Length Control in the Presence of an Initial Transient
Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic models, generic numerical methods in probability and statistics (65C20)
Cites Work
- Title not available (Why is that?)
- On a measure of lack of fit in time series models
- Detecting Initialization Bias in Simulation Output
- Confidence Interval Estimation Using Standardized Time Series
- Optimal Mean-Squared-Error Batch Sizes
- Title not available (Why is that?)
- The transient behaviour of the \(M/E_ k/2\) queue and steady-state simulation
- Autoregressive-output-analysis methods revisited
- An Empirical Investigation of the Transient Behavior of Stationary Queueing Systems
- Arma-Based Confidence Intervals for Simulation Output Analysis
- Title not available (Why is that?)
- Some asymptotic formulas for markov chains with applications to simulation†
- Title not available (Why is that?)
- Autoregressive to anything: Time-series input processes for simulation
- On Finite Sample Theory for Autoregressive Model Order Selection
- Experiments with Initial Transient Deletion for Parallel, Replicated Steady-State Simulations
- An Investigation of Finite-Sample Behavior of Confidence Interval Estimators
- Weighted Batch Means for Confidence Intervals in Steady-State Simulations
- Estimating the steady-state mean from short transient simulations
Cited In (18)
- Replicated batch means for steady-state simulations
- Estimating the steady-state mean from short transient simulations
- Empirical performance of bias-reducing estimators for regenerative steady-state simulations
- Title not available (Why is that?)
- Automated Estimation of Extreme Steady-State Quantiles via the Maximum Transformation
- Performance of a wavelet-based spectral procedure for steady-state simulation analysis
- ASAP3: a batch means procedure for steady-state simulation analysis
- Sequential detection of a steady state
- Estimating Time Averages via Randomly-Spaced Observations
- A new approach for dealing with the startup problem in discrete event simulation
- Choosing sample path length and number of sample paths when starting in steady state
- Title not available (Why is that?)
- Analysis of initial transient deletion for replicated steady-state simulations
- Limit theorems for the method of replication
- Estimating steady-state distributions via simulation-generated histograms
- An Investigation of Finite-Sample Behavior of Confidence Interval Estimators
- Weighted Batch Means for Confidence Intervals in Steady-State Simulations
- Simulation output analysis using the threshold bootstrap
This page was built for publication: Estimating the steady-state mean from short transient simulations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q706919)
