Pages that link to "Item:Q3314791"

The following pages link to Confidence Interval Estimation Using Standardized Time Series (Q3314791):

Displaying 38 items.

• Markov chain Monte Carlo confidence intervals (Q282567) (← links)
• Estimating the steady-state mean from short transient simulations (Q706919) (← links)
• An improved standardized time series Durbin-Watson variance estimator for steady-state simulation (Q833606) (← links)
• Asymptotically valid single-stage multiple-comparison procedures (Q998989) (← links)
• Extended dynamic partial-overlapping batch means estimators for steady-state simulations (Q1046068) (← links)
• Discrete-time conversion for simulating semi-Markov processes (Q1088305) (← links)
• Some properties of simulation interval estimators under dependence induction (Q1095629) (← links)
• On the dispersion matrix of variance estimators of the sample mean in the analysis of simulation output (Q1105303) (← links)
• A new class of strongly consistent variance estimators for steady-state simulations (Q1110224) (← links)
• Simulation methodology - an introduction for queueing theorists (Q1116316) (← links)
• Spaced batch means (Q1180828) (← links)
• On the estimation of optimal batch sizes in the analysis of simulation output (Q1266594) (← links)
• Efficiency and robustness in subsampling for dependent data (Q1299014) (← links)
• Batch variance estimators for the median of simulation output. (Q1306389) (← links)
• Multiple-comparison procedures for steady-state simulations (Q1383089) (← links)
• On the robustness of batching estimators. (Q1426736) (← links)
• Student t-tests and compound tests to detect transients in simulated time series (Q1610191) (← links)
• The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis (Q1719643) (← links)
• Batch size effects on the efficiency of control variates in simulation (Q1822881) (← links)
• Folded overlapping variance estimators for simulation (Q1926714) (← links)
• The pivot algorithm: a highly efficient Monte Carlo method for the self-avoiding walk. (Q1963611) (← links)
• Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations (Q2355813) (← links)
• Linear combinations of overlapping variance estimators for simulation (Q2457259) (← links)
• USING EXCURSIONS TO ANALYZE SIMULATION OUTPUT (Q3564636) (← links)
• Ranking and Selection Techniques with Overlapping Variance Estimators for Simulations (Q3652767) (← links)
• Validation of Simulation Models via Simultaneous Confidence Intervals (Q3678472) (← links)
• Arma-Based Confidence Intervals for Simulation Output Analysis (Q3678526) (← links)
• BOUNDARY CROSSING PROBABILITIES FOR THE CUMULATIVE SAMPLE MEAN (Q4629424) (← links)
• Estimation Methods for Delays in Non-regenerative Discrete-Event Systems (Q4798098) (← links)
• Tests For Constancy Of Model Parameters Over Time (Q4805746) (← links)
• Nonparametric confidence intervals for location in time series data (Q5085933) (← links)
• Variance estimation and sequential stopping in steady-state simulations using linear regression (Q5176917) (← links)
• Kernel estimation of quantile sensitivities (Q5187931) (← links)
• A Hellinger distance approach to MCMC diagnostics (Q5219943) (← links)
• Combining standardized time series area and Cramér–von Mises variance estimators (Q5436958) (← links)
• Simulation output analysis using the threshold bootstrap (Q5945196) (← links)
• Higher-order coverage errors of batching methods via Edgeworth expansions on \(t\)-statistics (Q6621527) (← links)
• Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation (Q6639393) (← links)