Estimating the steady-state mean from short transient simulations
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- 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.
- Lee W. Schruben, 1982. "Detecting Initialization Bias in Simulation Output," Operations Research, INFORMS, vol. 30(3), pages 569-590, June.
- 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.
- 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.
- Wheyming Tina Song & Bruce W. Schmeiser, 1995. "Optimal Mean-Squared-Error Batch Sizes," Management Science, INFORMS, vol. 41(1), pages 110-123, January.
- 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.
- Lee Schruben, 1983. "Confidence Interval Estimation Using Standardized Time Series," Operations Research, INFORMS, vol. 31(6), pages 1090-1108, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- 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.
- 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.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Park, Dae S. & Kim, Yun B. & Shin, Key I. & Willemain, Thomas R., 2001. "Simulation output analysis using the threshold bootstrap," European Journal of Operational Research, Elsevier, vol. 134(1), pages 17-28, October.
- Christos Alexopoulos & David Goldsman & Gamze Tokol, 2001. "Properties of Batched Quadratic-Form Variance Parameter Estimators for Simulations," INFORMS Journal on Computing, INFORMS, vol. 13(2), pages 149-156, May.
- Christos Alexopoulos & Nilay Tanık Argon & David Goldsman & Natalie M. Steiger & Gamze Tokol & James R. Wilson, 2007. "Efficient Computation of Overlapping Variance Estimators for Simulation," INFORMS Journal on Computing, INFORMS, vol. 19(3), pages 314-327, August.
- 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.
- Halkos, George & Kevork, Ilias, 2002. "Confidence intervals in stationary autocorrelated time series," MPRA Paper 31840, University Library of Munich, Germany.
- Halkos, George & Kevork, Ilias, 2006. "Estimating population means in covariance stationary process," MPRA Paper 31843, University Library of Munich, Germany.
- Song, Wheyming Tina, 1996. "On the estimation of optimal batch sizes in the analysis of simulation output," European Journal of Operational Research, Elsevier, vol. 88(2), pages 304-319, January.
- Natalie M. Steiger & James R. Wilson, 2001. "Convergence Properties of the Batch Means Method for Simulation Output Analysis," INFORMS Journal on Computing, INFORMS, vol. 13(4), pages 277-293, November.
- David F. Muñoz & Peter W. Glynn, 2001. "Multivariate Standardized Time Series for Steady-State Simulation Output Analysis," Operations Research, INFORMS, vol. 49(3), pages 413-422, June.
- 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.
- Christos Alexopoulos & Nilay Tanık Argon & David Goldsman & Gamze Tokol & James R. Wilson, 2007. "Overlapping Variance Estimators for Simulation," Operations Research, INFORMS, vol. 55(6), pages 1090-1103, December.
- David Goldsman & Keebom Kang & Andrew F. Seila, 1999. "Cramér-von Mises Variance Estimators for Simulations," Operations Research, INFORMS, vol. 47(2), pages 299-309, April.
- Song, Wheyming T. & Chih, Mingchang, 2010. "Extended dynamic partial-overlapping batch means estimators for steady-state simulations," European Journal of Operational Research, Elsevier, vol. 203(3), pages 640-651, June.
- Song, Wheyming Tina & Chih, Mingchang, 2013. "Run length not required: Optimal-mse dynamic batch means estimators for steady-state simulations," European Journal of Operational Research, Elsevier, vol. 229(1), pages 114-123.
- David Goldsman & Seong-Hee Kim & William S. Marshall & Barry L. Nelson, 2002. "Ranking and Selection for Steady-State Simulation: Procedures and Perspectives," INFORMS Journal on Computing, INFORMS, vol. 14(1), pages 2-19, February.
- Koning, A.J., 1999. "Goodness of fit for the constancy of a classical statistical model over time," Econometric Institute Research Papers EI 9959-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Tûba Aktaran‐Kalaycı & Christos Alexopoulos & Nilay Tanık Argon & David Goldsman & James R. Wilson, 2007. "Exact expected values of variance estimators for simulation," Naval Research Logistics (NRL), John Wiley & Sons, vol. 54(4), pages 397-410, June.
- George, Halkos & Ilias, Kevork, 2004. "H Ασυμπτωτική Διακύμανση Στην Εκτίμηση Του Στάσιμου Μέσου Υπό Συνθήκες Αυτοσυσχέτισης [Using the asymptotic variance to estimate the stationary mean under autocorrelation]," MPRA Paper 33324, University Library of Munich, Germany.
- David Goldsman & Lee W. Schruben & James J. Swain, 1994. "Tests for transient means in simulated time series," Naval Research Logistics (NRL), John Wiley & Sons, vol. 41(2), pages 171-187, March.
- Meterelliyoz, Melike & Alexopoulos, Christos & Goldsman, David, 2012. "Folded overlapping variance estimators for simulation," European Journal of Operational Research, Elsevier, vol. 220(1), pages 135-146.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:162:y:2005:i:2:p:403-417. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.