Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Tuba Aktaran-Kalayci"'
Publikováno v:
IIE Transactions. 47:1185-1202
We propose a new class of estimators for the asymptotic variance parameter of a stationary simulation output process. The estimators are based on Standardized Time Series (STS) functionals that converge to Brownian bridges that are themselves derived
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3604dbcd072f49d9906db7e8d60b92ac
https://doi.org/10.1080/0740817x.2015.1005776
https://doi.org/10.1080/0740817x.2015.1005776
Autor:
David Goldsman, Tuba Aktaran-Kalayci, Christos Alexopoulos, James R. Wilson, Nilay Tanık Argon
Publikováno v:
Naval Research Logistics. 54:397-410
We formulate exact expressions for the expected values of selected estimators of the variance parameter (that is, the sum of covariances at all lags) of a steady-state simulation output process. Given in terms of the autocovariance function of the pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c42499dbf27f1a9eccf1f03e9458ae76
https://doi.org/10.1002/nav.20215
https://doi.org/10.1002/nav.20215
Autor:
Kemal Dincer Dingec, Christos Alexopoulos, David Goldsman, James R. Wilson, Wenchi Chiu, Tuba Aktaran-Kalayci
We develop new point estimators for the variance parameter of a steady-state simulation process. The estimators are based on jackknifed versions of nonoverlapping batch means, overlapping batch means, and standardized time series variance estimators.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::58616e44ce26bef6fc5a9177ae589233
https://aperta.ulakbim.gov.tr/record/80909
https://aperta.ulakbim.gov.tr/record/80909
Publikováno v:
International Series in Operations Research & Management Science ISBN: 9781441908162
To estimate the variance parameter (i.e., the sum of covariances at all lags) of a steady-state simulation output process, we formulate an optimal linear combination of overlapping variance estimators (OLCOVE). Each variance estimator is computed fro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::15f51f3c1d4fcb125a5225d2bbcbfa58
https://doi.org/10.1007/b110059_13
https://doi.org/10.1007/b110059_13