A guide to simulation (2nd ed.)
A guide to simulation (2nd ed.)
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
Steady-state simulation of queueing processes: survey of problems and solutions
ACM Computing Surveys (CSUR)
WSC '92 Proceedings of the 24th conference on Winter simulation
Advanced output analysis for simulation
WSC '92 Proceedings of the 24th conference on Winter simulation
Confidence intervals for univariate discrete-event simulation output using the Kalman filter
WSC '92 Proceedings of the 24th conference on Winter simulation
A review of advanced methods for simulation output analysis
WSC '94 Proceedings of the 26th conference on Winter simulation
Advanced methods for simulation output analysis
WSC '95 Proceedings of the 27th conference on Winter simulation
On batch means in the simulation and statistics communities
WSC '95 Proceedings of the 27th conference on Winter simulation
Ranking and selection procedures using standardized time series
WSC '85 Proceedings of the 17th conference on Winter simulation
A comparison between standardized time series and overlapping batched means
WSC '85 Proceedings of the 17th conference on Winter simulation
The correlation between mean and variance estimators
WSC '85 Proceedings of the 17th conference on Winter simulation
Batching methods in simulation output analysis: what we know and what we don't
WSC '96 Proceedings of the 28th conference on Winter simulation
Advanced simulation output analysis for a single system
WSC '93 Proceedings of the 25th conference on Winter simulation
Implementing the batch means method in simulation experiments
WSC '96 Proceedings of the 28th conference on Winter simulation
Asymptotic and finite-sample correlations between OBM estimators
WSC '93 Proceedings of the 25th conference on Winter simulation
Computational experience with the batch means method
Proceedings of the 29th conference on Winter simulation
Computational efficiency of batching methods
Proceedings of the 29th conference on Winter simulation
Computational efficiency evaluation in output analysis
Proceedings of the 29th conference on Winter simulation
Optimal quadratic-form estimator of the variance of the sample mean
Proceedings of the 29th conference on Winter simulation
Advanced methods for simulation output analysi8
Proceedings of the 30th conference on Winter simulation
Cramér-von Mises variance estimators for simulations
WSC '91 Proceedings of the 23rd conference on Winter simulation
On strong consistency of the variance estimator
WSC '87 Proceedings of the 19th conference on Winter simulation
Correlation among estimators of the variance of the sample mean
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
Large and small sample comparisons of various variance estimators
WSC '86 Proceedings of the 18th conference on Winter simulation
Selection procedures with standardized time series variance estimators
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
WSC' 90 Proceedings of the 22nd conference on Winter simulation
Automating parallel simulation using parallel time streams
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Confidence intervals using orthonormally weighted standardized time series
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Output analysis: output analysis procedures for computer simulations
Proceedings of the 32nd conference on Winter simulation
Output analysis: output analysis for simulations
Proceedings of the 32nd conference on Winter simulation
Ranking and selection for steady-state simulation
Proceedings of the 32nd conference on Winter simulation
Batching methods for simulation output analysis: a stopping procedure based on phi-mixing conditions
Proceedings of the 32nd conference on Winter simulation
Simulation output analysis via dynamic batch means
Proceedings of the 32nd conference on Winter simulation
A perspective of batching methods in a simulation environment of multiple replications in parallel
Proceedings of the 32nd conference on Winter simulation
Output analysis: output data analysis for simulations
Proceedings of the 33nd conference on Winter simulation
On the MSE robustness of batching estimators
Proceedings of the 33nd conference on Winter simulation
On the MSE robustness of batching estimators
Proceedings of the 33nd conference on Winter simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Statistical analysis of simulation output: output data analysis for simulations
Proceedings of the 34th conference on Winter simulation: exploring new frontiers
Asymptotic results for batch-variance methods in simulation output analysis
Computers and Industrial Engineering - Special issue: Selected papers from the 31st international conference on computers & industrial engineering
Simulation output analysis: a tutorial based on one research thread
WSC '04 Proceedings of the 36th conference on Winter simulation
Simulation output analysis based on excursions
WSC '04 Proceedings of the 36th conference on Winter simulation
Overlapping variance estimators for simulations
WSC '04 Proceedings of the 36th conference on Winter simulation
Review of advanced methods for simulation output analysis
WSC '05 Proceedings of the 37th conference on Winter simulation
Linear combinations of overlapping variance estimators for simulations
WSC '05 Proceedings of the 37th conference on Winter simulation
Automated analysis of simulation output data
WSC '05 Proceedings of the 37th conference on Winter simulation
Analysis methodology: are we done?
WSC '05 Proceedings of the 37th conference on Winter simulation
A comprehensive review of methods for simulation output analysis
Proceedings of the 38th conference on Winter simulation
Ranking and selection procedures for simulation
Proceedings of the 38th conference on Winter simulation
Exploiting regenerative structure to estimate finite time averages via simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Simulation output analysis using integrated paths
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Statistical analysis of simulation output: state of the art
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Low bias integrated path estimators
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Confidence interval estimation using linear combinations of overlapping variance estimators
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Folded standardized time series area variance estimators for simulation
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Proceedings of the 40th Conference on Winter Simulation
Simulation output analysis using integrated paths II: Low bias estimators
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Asymptotic results for batch-variance methods in simulation output analysis
Computers and Industrial Engineering - Special issue: Selected papers from the 31st international conference on computers & industrial engineering
Performance of folded variance estimators for simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Using excursions to analyze simulation output
Probability in the Engineering and Informational Sciences
ADAPT Selection procedures to process correlated and non-normal data with batch means
Winter Simulation Conference
Linear combinations of overlapping variance estimators for simulation
Operations Research Letters
An improved standardized time series Durbin-Watson variance estimator for steady-state simulation
Operations Research Letters
Operations Research Letters
Batch variance estimators for the median of simulation output
Operations Research Letters
On the robustness of batching estimators
Operations Research Letters
Operations Research Letters
A new perspective on batched quantile estimation
Proceedings of the Winter Simulation Conference
Thirty years of "batch size effects"
Proceedings of the Winter Simulation Conference
Overlapping batch means: something more for nothing?
Proceedings of the Winter Simulation Conference
On the mean-squared error of variance estimators for computer simulations
Proceedings of the Winter Simulation Conference
Overlapping batches for the assessment of solution quality in stochastic programs
Proceedings of the Winter Simulation Conference
Proceedings of the Winter Simulation Conference
Reflected variance estimators for simulation
Proceedings of the Winter Simulation Conference
Variance estimation and sequential stopping in steady-state simulations using linear regression
ACM Transactions on Modeling and Computer Simulation (TOMACS)
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Nonoverlapping batch means (NOLBM) is a we11-known approach For estimating the variance of the sample mean. In this paper we consider an overlapping batch means (OLBM) estimator that, based on the same assumptions and batch size as NOLBM, has essentially the same mean and only 2/3 the asymptotic variance of NOLBM. Confidence interval procedures for the mean based on NOLBM and OLBM are discussed. Both estimators are compared to the classical estimator of the variance of the mean based on sums of covariances.