The estimation of standard errors in Monte Carlo simulation experiments

DOI10.1093/BIOMET/62.1.1MaRDI QIDQ4052959zbMATH OpenOpenAlexFDO

Authors P. A. P. Moran

Publication date 1975

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/62.1.1

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cited in

(8)

• Extended dynamic partial-overlapping batch means estimators for steady-state simulations
• Uses and abuses of statistical simulation
• Simulation methodology - an introduction for queueing theorists
• Properties of batch means from stationary ARMA time series
• Large-sample normality of the batch-means variance estimator
• A Bayesian approach to additive semiparametric regression
• A supplement to sowey's bibliography on random number generation and related topics
• The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation

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