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Student t-tests and compound tests to detect transients in simulated time series

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  • Ockerman, Daniel H.
  • Goldsman, David

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  • Ockerman, Daniel H. & Goldsman, David, 1999. "Student t-tests and compound tests to detect transients in simulated time series," European Journal of Operational Research, Elsevier, vol. 116(3), pages 681-691, August.
    • Handle: RePEc:eee:ejores:v:116:y:1999:i:3:p:681-691
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    References listed on IDEAS

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    1. Gamze Tokol & David Goldsman & Daniel H. Ockerman & James J. Swain, 1998. "Standardized Time Series Lp-Norm Variance Estimators for Simulations," Management Science, INFORMS, vol. 44(2), pages 234-245, February.
    2. Philip Heidelberger & Peter D. Welch, 1983. "Simulation Run Length Control in the Presence of an Initial Transient," Operations Research, INFORMS, vol. 31(6), pages 1109-1144, December.
    3. Ward Whitt, 1989. "Planning Queueing Simulations," Management Science, INFORMS, vol. 35(11), pages 1341-1366, November.
    4. Lee W. Schruben, 1982. "Detecting Initialization Bias in Simulation Output," Operations Research, INFORMS, vol. 30(3), pages 569-590, June.
    5. 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.

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