Standardized Time Series Lp-Norm Variance Estimators for Simulations
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DOI: 10.1287/mnsc.44.2.234
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References listed on IDEAS
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Cited by:
- 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.
- James M. Calvin & Marvin K. Nakayama, 2006. "Permuted Standardized Time Series for Steady-State Simulations," Mathematics of Operations Research, INFORMS, vol. 31(2), pages 351-368, May.
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Keywords
Simulation; Stationary Process; Variance Estimation; Standardized Time Series; Lp-Norm Estimator;All these keywords.
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