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Estimating the steady-state mean from short transient simulations

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  • Sheth-Voss, Pieter A.
  • Willemain, Thomas R.
  • Haddock, Jorge

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  • Sheth-Voss, Pieter A. & Willemain, Thomas R. & Haddock, Jorge, 2005. "Estimating the steady-state mean from short transient simulations," European Journal of Operational Research, Elsevier, vol. 162(2), pages 403-417, April.
    • Handle: RePEc:eee:ejores:v:162:y:2005:i:2:p:403-417
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    1. Robert S. Sargent & Keebom Kang & David Goldsman, 1992. "An Investigation of Finite-Sample Behavior of Confidence Interval Estimators," Operations Research, INFORMS, vol. 40(5), pages 898-913, October.
    2. Lee W. Schruben, 1982. "Detecting Initialization Bias in Simulation Output," Operations Research, INFORMS, vol. 30(3), pages 569-590, June.
    3. Diane P. Bischak & W. David Kelton & Stephen M. Pollock, 1993. "Weighted Batch Means for Confidence Intervals in Steady-State Simulations," Management Science, INFORMS, vol. 39(8), pages 1002-1019, August.
    4. Peter W. Glynn & Philip Heidelberger, 1992. "Experiments with Initial Transient Deletion for Parallel, Replicated Steady-State Simulations," Management Science, INFORMS, vol. 38(3), pages 400-418, March.
    5. Wheyming Tina Song & Bruce W. Schmeiser, 1995. "Optimal Mean-Squared-Error Batch Sizes," Management Science, INFORMS, vol. 41(1), pages 110-123, January.
    6. Pham, Tuan Dinh & Tran, Lanh Tat, 1992. "On the Best Unbiased Estimate for the Mean of a Short Autoregressive Time Series," Econometric Theory, Cambridge University Press, vol. 8(1), pages 120-126, March.
    7. Lee Schruben, 1983. "Confidence Interval Estimation Using Standardized Time Series," Operations Research, INFORMS, vol. 31(6), pages 1090-1108, December.
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    Cited by:

    1. K Hoad & S Robinson & R Davies, 2010. "Automating warm-up length estimation," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(9), pages 1389-1403, September.
    2. Angel Sevil & Alfonso Cruz & Tomas Reyes & Roberto Vassolo, 2022. "When Being Large Is Not an Advantage: How Innovation Impacts the Sustainability of Firm Performance in Natural Resource Industries," Sustainability, MDPI, vol. 14(23), pages 1-20, December.

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