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The Analysis of Simulation-Generated Time Series
8 references·16 citing·42 second hop
The Analysis of Simulation-Generated Time Series (1967)The Analysis of Simulation-Generated Time…THE RANDOM‐WALK HYPOTHESIS OF STOCK MARKET BEHAVIORa (1964)THE RANDOM‐WALK HYPOTHESIS OF…Some Tactical Problems in Digital Simulation (1963)Some Tactical Problems in Dig…Introduction to the Theory of Queues. (1963)Introduction to the Theory of…Many server queueing processes with Poisson input and exponential service times (1958)Many server queueing processe…Stochastic Properties of Waiting Lines (1955)Stochastic Properties of Wait…A Continuous Time Treatment of a Simple Queue using Generating Functions (1954)A Continuous Time Treatment o…Some Problems in the Theory of Queues (1951)Some Problems in the Theory o…The Summation of Random Causes as the Source of Cyclic Processes (1937)The Summation of Random Cause…A wavelet-based spectral procedure for steady-state simulation analysis (2005)A wavelet-based spectral proc…50th Anniversary Article: Stochastic Simulation Research in Management Science (2004)50th Anniversary Article: Sto…An Implementation of the Batch Means Method (1997)An Implementation of the Batc…Validation, verification, and testing techniques throughout the life cycle of a simulation study (1994)Validation, verification, and…Variance of the Sample Mean: Properties and Graphs of Quadratic-Form Estimators (1993)Variance of the Sample Mean: …How to assess the acceptability and credibility of simulation results (1989)How to assess the acceptabili…The role of process abstraction in simulation (1988)The role of process abstracti…Feature Article—Statistical Analysis of Simulation Output Data (1983)Feature Article—Statistical A…Some examples of simulation model validation using hypothesis testing (1982)Some examples of simulation m…Statistical Analysis of Simulation Output Data (1980)Statistical Analysis of Simul…On validating simulation models of missile systems (1978)On validating simulation mode…Statistical analysis of simulation output data (1977)Statistical analysis of simul…Simulating Stable Stochastic Systems, II: Markov Chains (1974)Simulating Stable Stochastic …Systems Analysis and Ecology (1970)Systems Analysis and EcologyThe statistics of discrete-event simulation (1968)The statistics of discrete-ev…Computer Simulation Experiments with Economic Systems: The Problem of Experimental Design (1967)Computer Simulation Experimen…Stochastic Processes Occurring in the Theory of Queues and their Analysis by the Method of the Imbedded Markov Chain (1953)Investigation of waiting time problems by reduction to Markov processes (1955)On the theory of queues with many servers (1955)Some Recent Work and Further Problems in the Theory of Queues (1964)A transient solution to anM/M/1 queue: a simple approach (1987)Transient behavior of the M/M/ 1 queue via Laplace transforms (1988)Queues, Inventories and Maintenance. (1960)Steady-state simulation of queueing processes: survey of problems and solutions (1990)Proceedings of the 2017 Winter Simulation Conference (2017)Agent-Based Modeling in Economics and Finance: Past, Present, and Future (2025)Simulation Modeling and Analysis. (1983)The magical number seven, plus or minus two: Some limits on our capacity for processing information. (1994)Verifying and validating simulation models (1996)Verification and validation of simulation models (2002)Computing Machinery and Intelligence (1950) (2004)Risk allocation in public-private partnership water supply projects in Ghana (2015)Théorie de la spéculation (1900)Brownian Motion in the Stock Market (1959)Clustering of Stock Prices (1965)The Volume of Transactions and Price Changes on the New York Stock Exchange (1970)The variation of certain speculative prices (1997)Day of the week effect in emerging Asian stock markets: evidence from the GARCH model (2000)Batch Size Effects in the Analysis of Simulation Output (1982)Fundamentals of queueing theory (2nd ed.). (1985)Ranking and Selection for Steady-State Simulation: Procedures and Perspectives (2002)To batch or not to batch? (2004)ASAP3: a batch means procedure for steady-state simulation analysis (2005)Regenerative Simulation of Response Times in Networks of Queues (1978)Statistical design and analysis (1986)The theory of queues with a single server (1952)An Elementary Method of Solution of the Queueing Problem with a Single Server and Constant Parameters (1956)Imbedded Markov Chain Analysis of a Waiting-Line Process in Continuous Time (1959)Processor sharing: A survey of the mathematical theory (2007)Macroeconomics and finance: The role of the stock market (1984)ARMA Models and the Box-Jenkins Methodology (1997)A simple framework for analysing bull and bear markets (2002)A General Class of Bulk Queues with Poisson Input (1967)Stochastic Processes for Insurance and Finance (1999)Coping with Time‐Varying Demand When Setting Staffing Requirements for a Service System (2007)On Queueing Processes with Bulk Service (1954)On Queues in Heavy Traffic (1962)Control Techniques for Complex Networks (2007)
this work references cited by second hop

References

  • 1963Introduction to the Theory of Queues.961 cited
  • 1937The Summation of Random Causes as the Source of Cyclic Processes868 cited
  • 1951Some Problems in the Theory of Queues653 cited
  • 1963Some Tactical Problems in Digital Simulation346 cited
  • 1964THE RANDOM‐WALK HYPOTHESIS OF STOCK MARKET BEHAVIORa187 cited
  • 1958Many server queueing processes with Poisson input and exponential service times182 cited
  • 1954A Continuous Time Treatment of a Simple Queue using Generating Functions122 cited
  • 1955Stochastic Properties of Waiting Lines103 cited

Cited by

  • 1980Statistical Analysis of Simulation Output Data128 cited
  • 1997An Implementation of the Batch Means Method127 cited
  • 1989How to assess the acceptability and credibility of simulation results105 cited
  • 1988The role of process abstraction in simulation99 cited
  • 1974Simulating Stable Stochastic Systems, II: Markov Chains98 cited
  • 1994Validation, verification, and testing techniques throughout the life cycle of a simulation study94 cited
  • 1983Feature Article—Statistical Analysis of Simulation Output Data93 cited

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  • 1968The statistics of discrete-event simulation85 cited
  • 1970Systems Analysis and Ecology65 cited
  • 1982Some examples of simulation model validation using hypothesis testing64 cited
  • 1978On validating simulation models of missile systems63 cited
  • 1993Variance of the Sample Mean: Properties and Graphs of Quadratic-Form Estimators62 cited
  • 1967Computer Simulation Experiments with Economic Systems: The Problem of Experimental Design60 cited
  • 1977Statistical analysis of simulation output data57 cited
  • 200450th Anniversary Article: Stochastic Simulation Research in Management Science49 cited
  • 2005A wavelet-based spectral procedure for steady-state simulation analysis49 cited