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Volumn 71, Issue 1, 1998, Pages 38-47

Data-Based Choice of Batch Size for Simulation Output Analysis

Author keywords

batch mean estimator; Stationary process; variance estimation

Indexed keywords


EID: 0002747095     PISSN: 00375497     EISSN: None     Source Type: Journal    
DOI: 10.1177/003754979807100104     Document Type: Article
Times cited : (8)

References (22)
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    • Carlstein, E.1
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    • Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
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    • Damerji, H.1
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    • Künsch, H.1
  • 17
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    • Optimal Mean-Squared-Error Batch Sizes
    • Song, W.T. and Schmeiser, B. “Optimal Mean-Squared-Error Batch Sizes.” Management Science, Vol. 41, pp 110-123, 1995.
    • (1995) Management Science , vol.41 , pp. 110-123
    • Song, W.T.1    Schmeiser, B.2
  • 19
    • 0029735494 scopus 로고    scopus 로고
    • On the Estimation of Optimal Batch Sizes in the Analysis of Simulation Output
    • Song, W.T. “On the Estimation of Optimal Batch Sizes in the Analysis of Simulation Output.” European Journal of Operational Research, 1996.
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    • Song, W.T.1
  • 20
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    • On Sample Re-Use Methods for Dependent Data
    • Series B, Vol.
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    • Hall, P.1    Jing, B.Y.2
  • 22
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    • Cox's Regression Model for Counting Processes: A Large Sample Study
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    • Andersen, P.K.1    Gill, R.D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.