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    • Reflected variance estimators for simulation 

      Meterelliyoz, Melike; Alexopoulos, Christos; Goldsman, David; Aktaran-Kalayci, Tuba (Taylor & Francis Inc, 2015)
      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 ...