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Overlapping Variance Estimators for Simulation
13 references·4 citing·23 second hop
Overlapping Variance Estimators for Simulation (2007)Overlapping Variance Estimators for Simul…Convergence Properties of the Batch Means Method for Simulation Output Analysis (2001)Convergence Properties of the…Simulation modeling and analysis (1999)Simulation modeling and analy…Large-Sample Results for Batch Means (1997)Large-Sample Results for Batc…Optimal Mean-Squared-Error Batch Sizes (1995)Optimal Mean-Squared-Error Ba…Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis (1995)Mean-Square Consistency of th…Strong Consistency of the Variance Estimator in Steady-State Simulation Output Analysis (1994)Strong Consistency of the Var…Estimating the asymptotic variance with batch means (1991)Estimating the asymptotic var…Simulation Output Analysis Using Standardized Time Series (1990)Simulation Output Analysis Us…Properties of Standardized Time Series Weighted Area Variance Estimators (1990)Properties of Standardized Ti…On the relationship between batch means, overlapping means and spectral estimation (1987)On the relationship between b…Confidence Interval Estimation Using Standardized Time Series (1983)Confidence Interval Estimatio…A Guide to Simulation (1983)A Guide to SimulationBatch Size Effects in the Analysis of Simulation Output (1982)Batch Size Effects in the Ana…Distribution-free multivariate time-series monitoring with analytically determined control limits (2022)Distribution-free multivariat…Monitoring autocorrelated processes using a distribution-free tabular CUSUM chart with automated variance estimation (2009)Monitoring autocorrelated pro…Exact expected values of variance estimators for simulation (2007)Exact expected values of vari…Efficient Computation of Overlapping Variance Estimators for Simulation (2007)Efficient Computation of Over…A spectral method for confidence interval generation and run length control in simulations (1981)Ranking and Selection for Steady-State Simulation: Procedures and Perspectives (2002)Optimal Tests for Initialization Bias in Simulation Output (1983)Overlapping batch means: something for nothing? (1984)Tests for transient means in simulated time series (1994)Cramér-von Mises Variance Estimators for Simulations (1999)The Asymptotic Validity of Sequential Stopping Rules for Stochastic Simulations (1992)Queueing Systems. Volume 1: Theory (1975)A guide to simulation (2nd ed.) (1986)Principles of Discrete Event Simulation. (1980)Steady-state simulation of queueing processes: survey of problems and solutions (1990)Costs, effects and C/E‐ratios alongside a clinical trial (1994)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Model Transparency and Validation (2012)An Implementation of the Batch Means Method (1997)Chapter 17 Selecting the Best System (2006)On the Asymptotic Validity of Fully Sequential Selection Procedures for Steady-State Simulation (2006)To batch or not to batch? (2004)A wavelet-based spectral procedure for steady-state simulation analysis (2005)Estimating Cycle Time Percentile Curves for Manufacturing Systems via Simulation (2008)Testing ecological models: the meaning of validation (1996)Modeling Good Research Practices—Overview: A Report of the ISPOR-SMDM Modeling Good Research Practices Task Force-1 (2012)Simulation Modeling and Analysis (2016)
this work references cited by second hop

References

  • 1999Simulation modeling and analysis3,833 cited
  • 1983A Guide to Simulation1,468 cited
  • 1982Batch Size Effects in the Analysis of Simulation Output366 cited
  • 1983Confidence Interval Estimation Using Standardized Time Series317 cited
  • 1990Simulation Output Analysis Using Standardized Time Series228 cited
  • 1995Optimal Mean-Squared-Error Batch Sizes174 cited
  • 1990Properties of Standardized Time Series Weighted Area Variance Estimators102 cited
  • 1994Strong Consistency of the Variance Estimator in Steady-State Simulation Output Analysis101 cited
  • 1991Estimating the asymptotic variance with batch means98 cited
  • 1997Large-Sample Results for Batch Means91 cited
  • 2001Convergence Properties of the Batch Means Method for Simulation Output Analysis83 cited
  • 1987On the relationship between batch means, overlapping means and spectral estimation78 cited
  • 1995Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis72 cited

Cited by

  • 2007Efficient Computation of Overlapping Variance Estimators for Simulation43 cited
  • 2007Exact expected values of variance estimators for simulation

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31 cited
  • 2009Monitoring autocorrelated processes using a distribution-free tabular CUSUM chart with automated variance estimation12 cited
  • 2022Distribution-free multivariate time-series monitoring with analytically determined control limits10 cited