Properties of standardized time series weighted area variance estimators
Management Science
The art of computer programming, volume 1 (3rd ed.): fundamental algorithms
The art of computer programming, volume 1 (3rd ed.): fundamental algorithms
Optimal quadratic-form estimator of the variance of the sample mean
Proceedings of the 29th conference on Winter simulation
Overlapping batch means: something for nothing?
WSC '84 Proceedings of the 16th conference on Winter simulation
Simulation output analysis using integrated paths
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Low bias integrated path estimators
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Overlapping Variance Estimators for Simulation
Operations Research
Efficient Computation of Overlapping Variance Estimators for Simulation
INFORMS Journal on Computing
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This article is a sequel to a previous article that introduced a class of variance estimators for steady-state simulation output analysis. The estimators were constructed by applying a quadratic function to a vector obtained from iterated integrations of the simulation output. The previous article concentrated on deriving the limiting distributions of the estimators and on their computational efficiency for a particular choice of quadratic function. The present article considers estimators constructed from different quadratic functions, chosen mainly to reduce bias compared to the estimators of the previous article. Overlapping and nonoverlapping batch means versions of the estimators are discussed.