A guide to simulation (2nd ed.)
A guide to simulation (2nd ed.)
New confidence interval estimators using standardized time series
Management Science
Properties of standardized time series weighted area variance estimators
Management Science
Simulation output analysis using standardized time series
Mathematics of Operations Research
Adventures in stochastic processes
Adventures in stochastic processes
An investigation of finite-sample behavior of confidence interval 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
Large-sample results for batch means
Management Science
Computational experience with the batch means method
Proceedings of the 29th conference on Winter simulation
Multivariate simulation output analysis
WSC '91 Proceedings of the 23rd conference on Winter simulation
Multivariate inference in stationary simulation using batch means
WSC '87 Proceedings of the 19th conference on Winter simulation
On the relationship between batch means, overlapping means and spectral estimation
WSC '87 Proceedings of the 19th conference on Winter simulation
Simulating Stable Stochastic Systems, I: General Multiserver Queues
Journal of the ACM (JACM)
Simulating Stable Stochastic Systems, II: Markov Chains
Journal of the ACM (JACM)
Simulating Stable Stochastic Systems, VI: Quantile Estimation
Journal of the ACM (JACM)
Power comparisons for the multivariate batch-means method
WSC' 90 Proceedings of the 22nd conference on Winter simulation
A spectral method for confidence interval generation and run length control in simulations
Communications of the ACM - Special issue on simulation modeling and statistical computing
Principles of Discrete Event Simulation
Principles of Discrete Event Simulation
Simulation Modeling and Analysis
Simulation Modeling and Analysis
Interactive analysis of simulation output by the method of batch means
WSC '79 Proceedings of the 11th conference on Winter simulation - Volume 2
Overlapping batch means: something for nothing?
WSC '84 Proceedings of the 16th conference on Winter simulation
Output analysis: output analysis procedures for computer simulations
Proceedings of the 32nd conference on Winter simulation
Quantifying simulation output variability using confidence intervals and statistical process control
Proceedings of the 33nd conference on Winter simulation
Statistical analysis of simulation output data: the practical state of the art
WSC '04 Proceedings of the 36th conference on Winter simulation
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This paper reviews statistical methods for analyzing output data from computer simulations of single systems. In particular, it focuses on the estimation of steady-state system parameters. The estimation techniques include the replication/deletion approach, the regenerative method, the batch means method, and the standardized time series method.