Multivariate Standardized Time Series for Steady-State Simulation Output Analysis
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DOI: 10.1287/opre.49.3.413.11209
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References listed on IDEAS
- David Goldsman & Lee Schruben, 1984. "Asymptotic Properties of Some Confidence Interval Estimators for Simulation Output," Management Science, INFORMS, vol. 30(10), pages 1217-1225, October.
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- J Martens & R Peeters & F Put, 2009. "Analysing steady-state simulation output using vector autoregressive processes with exogenous variables," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(5), pages 696-705, May.
- Peter W. Glynn & Yijie Peng & Michael C. Fu & Jian-Qiang Hu, 2021. "Computing Sensitivities for Distortion Risk Measures," INFORMS Journal on Computing, INFORMS, vol. 33(4), pages 1520-1532, October.
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Keywords
Simulation; statistical analysis: multivariate steady-state output analysis;Statistics
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