Properties of batch means from stationary ARMA time series
- 31 March 1987
- journal article
- Published by Elsevier in Operations Research Letters
- Vol. 6 (1), 19-24
- https://doi.org/10.1016/0167-6377(87)90005-8
Abstract
No abstract availableKeywords
This publication has 12 references indexed in Scilit:
- Achieving a Confidence Interval for Parameters Estimated by SimulationManagement Science, 1983
- Batch Size Effects in the Analysis of Simulation OutputOperations Research, 1982
- Computation of the autocovariances of stationary arma processesComputers & Industrial Engineering, 1979
- A Sequential Procedure for Determining the Length of a Steady-State SimulationOperations Research, 1979
- On Warming-Up Time Series Simulations Generated by Box-Jenkins ModelsJournal of the Operational Research Society, 1979
- Grouping Observations in Digital SimulationManagement Science, 1978
- The estimation of standard errors in Monte Carlo simulation experimentsBiometrika, 1975
- Estimation of the mean of a stationary time series by samplingJournal of Applied Probability, 1973
- The Effect of Aggregation on Prediction in the Autoregressive ModelJournal of the American Statistical Association, 1972
- Some Tactical Problems in Digital SimulationManagement Science, 1963