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- W2145232954 abstract "Estimating the variance of the sample mean from a stochastic process is essential in assessing the quality of using the sample mean to estimate the population mean which is the fundamental question in simulation experiments. Most existing studies for estimating the variance of the sample mean from simulation output assume simulation run length is known in advance. This paper proposes an implementable batch-size selection procedure for estimating the variance of the sample mean without requiring that the sample size or simulation run length a priori." @default.
- W2145232954 created "2016-06-24" @default.
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- W2145232954 date "2008-12-07" @default.
- W2145232954 modified "2023-09-23" @default.
- W2145232954 title "Implementable mse-optimal dynamic partial-overlapping batch means estimators for steady-state simulations" @default.
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- W2145232954 doi "https://doi.org/10.5555/1516744.1516828" @default.
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