Confidence intervals using orthonormally weighted standardized time series

ACM Transactions on Modeling and Computer Simulation

Volumn 9, Issue 4, 1999, Pages 297-325

  Foley, Robert D ^a   Goldsman, David ^a  

^a Georgia Institute of Technology   (United States)

Author keywords

Confidence intervals; Orthonormal area estimator; Standardized time series; Steady state output analysis; Stochastic simulation; Variance estimation

Indexed keywords

DEGREES OF FREEDOM (MECHANICS); RANDOM PROCESSES; STOCHASTIC MODELS; STOCHASTIC SYSTEMS; TIME SERIES;

CONFIDENCE INTERVAL; ORTHONORMAL; OUTPUT ANALYSIS; STANDARDIZED TIME; STOCHASTIC SIMULATIONS; VARIANCE ESTIMATION;

TIME SERIES ANALYSIS;

EID: 17744364708     PISSN: 10493301     EISSN: 15581195     Source Type: Journal    
DOI: 10.1145/352222.352223     Document Type: Article

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