A stopping procedure based on phi-mixing conditions
暂无分享,去创建一个
[1] Philip Heidelberger,et al. A spectral method for confidence interval generation and run length control in simulations , 1981, CACM.
[2] James R. Wilson,et al. Improved batching for confidence interval construction in steady-state simulation , 1999, WSC '99.
[3] Bruce W. Schmeiser,et al. Computational efficiency of batching methods , 1997, WSC '97.
[4] W. David Kelton,et al. Simulation-based estimation of quantiles , 1999, WSC '99.
[5] D. Daley. The serial correlation coefficients of waiting times in a stationary single server queue , 1968, Journal of the Australian Mathematical Society.
[6] Marvin K. Nakayama,et al. Two-stage stopping procedures based on standardized time series , 1994 .
[7] A. Pakes,et al. The Serial Correlation Coefficients of Waiting Times in the Stationary GI/M/1 Queue , 1971 .
[8] Lee W. Schruben,et al. Confidence Interval Estimation Using Standardized Time Series , 1983, Oper. Res..
[9] Bruce W. Schmeiser,et al. Batch Size Effects in the Analysis of Simulation Output , 1982, Oper. Res..
[10] Averill M. Law,et al. Simulation Modeling and Analysis , 1982 .
[11] Keebom Kang,et al. An Investigation of Finite-Sample Behavior of Confidence Interval Estimators , 1992, Oper. Res..
[12] P. Billingsley,et al. Convergence of Probability Measures , 1969 .
[13] David Thomas,et al. The Art in Computer Programming , 2001 .
[14] Donald Ervin Knuth,et al. The Art of Computer Programming , 1968 .
[15] Bruce W. Schmeiser,et al. Overlapping batch means: something for nothing? , 1984, WSC '84.
[16] Philip Heidelberger,et al. Quantile Estimation in Dependent Sequences , 1984, Oper. Res..
[17] D. B. Preston. Spectral Analysis and Time Series , 1983 .
[18] George S. Fishman,et al. Estimating Sample Size in Computing Simulation Experiments , 1971 .
[19] Michael A. Crane,et al. Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations , 1975, Oper. Res..
[20] D. G. Rees. Confidence interval estimation , 1989 .
[21] R. W. Andrews,et al. Arma-Based Confidence Intervals for Simulation Output Analysis , 1984 .
[22] W. David Kelton,et al. Mean estimation based on phi-mixing sequences , 2000, Proceedings 33rd Annual Simulation Symposium (SS 2000).
[23] Donald E. Knuth,et al. The Art of Computer Programming, Volumes 1-3 Boxed Set , 1998 .