A convergence criterion for the Monte Carlo estimates

Simulation Modelling Practice and Theory

Volumn 15, Issue 3, 2007, Pages 237-246

  Ata, Mustafa Y ^a  

^a GAZI UNIVERSITY   (Turkey)

Author keywords

Convergence; Monte Carlo; Sequential confidence interval; Stopping rule

Indexed keywords

BAND STRUCTURE; COMPUTATIONAL METHODS; MONTE CARLO METHODS; PARAMETER ESTIMATION; PROBABILITY; STATISTICAL METHODS;

SEQUENTIAL CONFIDENCE INTERVAL; STOPPING RULES;

CONVERGENCE OF NUMERICAL METHODS;

EID: 34047120648     PISSN: 1569190X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.simpat.2006.12.002     Document Type: Article

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