Simulation output analysis using standardized time series
Mathematics of Operations Research
Probability
Using permutations in regenerative simulations to reduce variance
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on modeling and analysis of stochastic systems
Central Limit Theorems for Permuted Regenerative Estimators
Operations Research
Permuted weighted area estimators
WSC '04 Proceedings of the 36th conference on Winter simulation
Permuted Standardized Time Series for Steady-State Simulations
Mathematics of Operations Research
| Hi-index | 0.00 |
We describe an extension procedure for constructing new standardized time series procedures from existing ones. The approach is based on averaging over sample paths obtained by permuting path segments. Analytical and empirical results indicate that permuting improves standardized time series methods. We also propose a new standardized time series method based on maximums.