Spaced batch means

DOI10.1016/0167-6377(91)90011-DMaRDI QIDQ1180828zbMATH OpenOpenAlexFDO

Authors Bennett L. Fox, David Goldsman, James J. Swain

Publication date 27 June 1992

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(91)90011-d

zbMATH Keywords

spacersoutput analysisbatches of observationscoverage of confidence intervalsinterbatch corelationnegative serial correlationpositive serial correlationspaced batch meansvariance parameter

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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Cites work

• scientific article; zbMATH DE number 4060392 (Why is no real title available?)
• scientific article; zbMATH DE number 4102349 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• scientific article; zbMATH DE number 3347516 (Why is no real title available?)
• Asymptotic Properties of Some Confidence Interval Estimators for Simulation Output
• Batch Size Effects in the Analysis of Simulation Output
• Confidence Interval Estimation Using Standardized Time Series
• Confidence Intervals for Steady-State Simulations: I. A Survey of Fixed Sample Size Procedures
• Confidence intervals in discrete event simulation: A comparison of replication and batch means
• Estimating the asymptotic variance with batch means
• Linear Estimators for a Class of Stationary Queueing Processes
• Simulation Output Analysis Using Standardized Time Series
• Spaced batch means
• Strong Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
• The asymptotic validity of sequential stopping rules for stochastic simulations

Cited in

(7)

• Batch variance estimators for the median of simulation output.
• Extended dynamic partial-overlapping batch means estimators for steady-state simulations
• Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation
• Estimation Methods for Delays in Non-regenerative Discrete-Event Systems
• Spaced batch means
• Data-Based Choice of Batch Size for Simulation Output Analysis
• The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis

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