Simulation output analysis using the threshold bootstrap

DOI10.1016/S0377-2217(00)00209-5MaRDI QIDQ5945196zbMATH OpenOpenAlexWikidataFDO

Authors Dae S. Park, Yun B. Kim, Key I. Shin, Thomas R. Willemain

Publication date 18 March 2002

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0377-2217(00)00209-5

zbMATH Keywords

bootstrapsimulatontime series

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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Cites work

• A Batching Approach to Quantile Estimation in Regenerative Simulations
• An Implementation of the Batch Means Method
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• Bootstrap methods: another look at the jackknife
• Confidence Interval Estimation Using Standardized Time Series
• Estimating the steady-state mean from short transient simulations
• scientific article; zbMATH DE number 3854477 (Why is no real title available?)
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• On blocking rules for the bootstrap with dependent data
• On the estimation of optimal batch sizes in the analysis of simulation output
• Optimal Mean-Squared-Error Batch Sizes
• Quantile Estimation in Dependent Sequences
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• The jackknife and the bootstrap for general stationary observations
• The Stationary Bootstrap
• The threshold bootstrap and threshold jackknife
• Weighted Batch Means for Confidence Intervals in Steady-State Simulations

Cited in

(3)

• The threshold bootstrap and threshold jackknife
• scientific article; zbMATH DE number 2144497 (Why is no real title available?)
• A simple bootstrap method for time series

Describes a project that uses

Uses Software

• boot
• bootstrap

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