Online Supplement to "Linear Combinations of Overlapping Standardized Time Series Area Variance Estimators for Steady-State Simulations"
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Summary
This paper considers a stationary stochastic process Yi : i = 1, 2, .
- Type
- article
- Published
- 2005-01-01
- Cited by
- 0
- References
- 29
- OpenAlex
- https://openalex.org/W2740921564
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:64726369
Keywords
Mixing (physics), Estimator, Stochastic process, Series (stratigraphy), Mathematics
References
- A guide to simulation (2nd ed.)
- Note-New Confidence Interval Estimators Using Standardized Time Series
- On the relationship between batch means, overlapping means and spectral estimation
- Cramer-von Mises variance estimators for simulations
- Optimal mean-squared-error batch sizes
- Strong consistency and other properties of the spectral variance estimator
- Confidence intervals using orthonormally weighted standardized time series
- Properties of standardized time series weighted area variance estimators
- Overlapping batch means: something for nothing?
- Estimating the asymptotic variance with batch means
- Strong Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
- Convergence Properties of the Batch Means Method for Simulation Output Analysis
- Asymptotic and Finite-Sample Correlations Between Obm Estimators
- Confidence Interval Estimation Using Standardized Time Series
- Batch Size Effects in the Analysis of Simulation Output
- Markov Processes: Characterization and Convergence
- Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
- Simulation Output Analysis Using Standardized Time Series
- Properties of Batched Quadratic-Form Variance Parameter Estimators for Simulations
- Variance of the Sample Mean: Properties and Graphs of Quadratic-Form Estimators
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