Choosing sample path length and number of sample paths when starting in steady state

Consider the problem of estimating the mean of a strictly stationary stochastic process by Monte Carlo sampling for the case in which the process has autocorrelation function {@a^|^s^|, |@a| 1 and t^*=1, n^* and t^*>1, and n^*>1. Results are presented in terms of @a and @q, a relative cost ratio. Also, we extend the analysis to autocorrelation functions that are convex combinations of geometrically decreasing quantities.