Properties of standardized time series weighted area variance estimators
Management Science
Strong consistency and other properties of the spectral variance estimator
Management Science
Variance of the sample mean: properties and graphs of quadratic-form estimators
Operations Research
Strong consistency of the variance estimator in steady-state simulation output analysis
Mathematics of Operations Research
Optimal mean-squared-error batch sizes
Management Science
On batch means in the simulation and statistics communities
WSC '95 Proceedings of the 27th conference on Winter simulation
Asymptotic and finite-sample correlations between OBM estimators
WSC '93 Proceedings of the 25th conference on Winter simulation
Large-sample results for batch means
Management Science
On the relationship between batch means, overlapping means and spectral estimation
WSC '87 Proceedings of the 19th conference on Winter simulation
Confidence intervals using orthonormally weighted standardized time series
ACM Transactions on Modeling and Computer Simulation (TOMACS)
An Introduction to the Regenerative Method for Simulation Analysis
An Introduction to the Regenerative Method for Simulation Analysis
Cramer-Von Mises Variance Estimators for Simulations
Operations Research
Convergence Properties of the Batch Means Method for Simulation Output Analysis
INFORMS Journal on Computing
Overlapping batch means: something for nothing?
WSC '84 Proceedings of the 16th conference on Winter simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Overlapping Variance Estimators for Simulation
Operations Research
Efficient Computation of Overlapping Variance Estimators for Simulation
INFORMS Journal on Computing
Estimating the asymptotic variance with batch means
Operations Research Letters
Thirty years of "batch size effects"
Proceedings of the Winter Simulation Conference
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Output analysis methods that provide reliable point and confidence-interval estimators for system performance characteristics are critical elements of any modern simulation project. Remarkable advances in simulation output analysis have been achieved over the last thirty years, in part owing to the application of data-reuse techniques designed to improve estimator accuracy and efficiency. Many of the key insights regarding data reuse are given in the seminal 1984 Winter Simulation Conference paper by Meketon and Schmeiser that is titled "Overlapping Batch Means: Something for Nothing?" and that introduced the method of overlapping batch means (OBM). We trace the development of OBM from the original work of Meketon and Schmeiser, and we discuss some recent extensions of the method.