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Regression-based methods for using control variates in Monte Carlo experiments
4 references·1 citing·17 second hop
Regression-based methods for using control variates in Monte Carlo experiments (1992)Regression-based methods for using contro…Simulation Methodology for Statisticians, Operations Analysts, and Engineers (1988) (2017)Simulation Methodology for St…Stochastic simulation (1988)Stochastic simulationStochastic Simulation (1987)Stochastic SimulationA Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations (1981)A Perspective on the Use of C…Spatial econometrics in an age of CyberGIScience (2012)Spatial econometrics in an ag…Spatial Econometrics: Methods and Models (1988)Discrete Choice Methods with Simulation (2001)Introduction to Spatial Econometrics (2009)A Sequential Procedure for Determining the Length of a Steady-State Simulation (1979)Principles of Discrete Event Simulation. (1980)Control Variate Remedies (1990)Parallel processors for planning under uncertainty (1990)Evaluating uncertain investment decisions in low-carbon transition toward renewable energy (2019)Model selection and forecasting for long-range dependent processes (1996)Statistical analysis of simulation output (1997)Changing the paradigm: Simulation, now a method of first resort (2015)Impulse response analysis in nonlinear multivariate models (1996)Model-Based Geostatistics (1998)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)An approximate sensitivity analysis of results from complex computer models in the presence of epistemic and aleatory uncertainties (2006)The effect of inflation uncertainty on inflation: Stochastic volatility in mean model within a dynamic framework (2009)Sampling efficiency in Monte Carlo based uncertainty propagation strategies: Application in seawater intrusion simulations (2014)
this work references cited by second hop

References

  • 1987Stochastic Simulation2,240 cited
  • 1981A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations208 cited
  • 1988Stochastic simulation140 cited
  • 2017Simulation Methodology for Statisticians, Operations Analysts, and Engineers (1988)118 cited

Cited by

  • 2012Spatial econometrics in an age of CyberGIScience56 cited

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