Simulation output analysis using standardized time series
Mathematics of Operations Research
Adventures in stochastic processes
Adventures in stochastic processes
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
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
Principles of Discrete Event Simulation
Principles of Discrete Event Simulation
Overlapping batch means: something for nothing?
WSC '84 Proceedings of the 16th conference on Winter simulation
The impact of transients on simulation variance estimators
Proceedings of the 29th conference on Winter simulation
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This paper reviews and evaluates strategies for implementing the batch means method for estimating the mean of a stationary simulation output process.