Efficient computation of overlapping variance estimators for simulation

INFORMS Journal on Computing

Volumn 19, Issue 3, 2007, Pages 314-327

  Alexopoulos, Christos ^a   Argon, Nilay Tanik ^b   Goldsman, David ^a   Steiger, Natalie M ^c   Tokol, Gamze ^d   Wilson, James R ^e  

^a Georgia Institute of Technology   (United States)

^b University of North Carolina at Chapel Hill   (United States)

^c UNIVERSITY OF MAINE   (United States)

^d Decision Analytics   (United States)

^e North Carolina State University   (United States)

Author keywords

Area variance estimator; Cram r von mises variance estimator; Method of batch means; Method of standardized time series; Nonoverlapping variance estimator; Overlapping variance estimator; Simulation output analysis methods; Steady state simulation

Indexed keywords

EID: 38549164458     PISSN: 10919856     EISSN: 15265528     Source Type: Journal    
DOI: 10.1287/ijoc.1060.0198     Document Type: Article

References (19)

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