Overlapping Batch Means: Something more for Nothing?

作者: Christos Alexopoulos , David Goldsman , James R. Wilson

DOI: 10.1109/WSC.2011.6147767

关键词: Applied mathematicsNothingRandom variableMathematicsTime seriesSteady state (electronics)

摘要:

参考文章(26)
Peter D. Welch, On the relationship between batch means, overlapping means and spectral estimation winter simulation conference. pp. 320- 323 ,(1987) , 10.1145/318371.318440
Christos Alexopoulos, David Goldsman, To batch or not to batch ACM Transactions on Modeling and Computer Simulation. ,vol. 14, pp. 76- 114 ,(2004) , 10.1145/974734.974738
David Goldsman, Keebom Kang, Andrew F. Seila, Cramer-Von Mises Variance Estimators for Simulations Operations Research. ,vol. 47, pp. 299- 309 ,(1999) , 10.1287/OPRE.47.2.299
Wheyming Tina Song, Bruce W. Schmeiser, Optimal Mean-Squared-Error Batch Sizes Management Science. ,vol. 41, pp. 110- 123 ,(1995) , 10.1287/MNSC.41.1.110
Halim Damerdji, Strong Consistency and Other Properties of the Spectral Variance Estimator Management Science. ,vol. 37, pp. 1424- 1440 ,(1991) , 10.1287/MNSC.37.11.1424
Robert D. Foley, David Goldsman, Confidence intervals using orthonormally weighted standardized time series ACM Transactions on Modeling and Computer Simulation. ,vol. 9, pp. 297- 325 ,(1999) , 10.1145/352222.352223
David Goldsman, Marc Meketon, Lee Schruben, Properties of Standardized Time Series Weighted Area Variance Estimators Management Science. ,vol. 36, pp. 602- 612 ,(1990) , 10.1287/MNSC.36.5.602
Christos Alexopoulos, Nilay Tanık Argon, David Goldsman, Natalie M. Steiger, Gamze Tokol, James R. Wilson, Efficient Computation of Overlapping Variance Estimators for Simulation Informs Journal on Computing. ,vol. 19, pp. 314- 327 ,(2007) , 10.1287/IJOC.1060.0198
Franklin E. Satterthwaite, Synthesis of variance. Psychometrika. ,vol. 6, pp. 309- 316 ,(1941) , 10.1007/BF02288586
Peter W. Glynn, Ward Whitt, Estimating the asymptotic variance with batch means Operations Research Letters. ,vol. 10, pp. 431- 435 ,(1991) , 10.1016/0167-6377(91)90019-L