On the small-sample optimality of multiple-regeneration estimators
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
Improving standardized time series methods by permuting path segments
Proceedings of the 33nd conference on Winter simulation
SIMULATION OF PROCESSES WITH MULTIPLE REGENERATION SEQUENCES
Probability in the Engineering and Informational Sciences
The semi-regenerative method of simulation output analysis
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Exploiting regenerative structure to estimate finite time averages via simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Permuted Standardized Time Series for Steady-State Simulations
Mathematics of Operations Research
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We prove strong laws of large numbers and central limit theorems for some permuted estimators from regenerative simulations. These limit theorems provide the basis for constructing asymptotically valid confidence intervals for the permuted estimators.