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Browsing by Subject "reflected variance estimator"

Browsing by Subject "reflected variance estimator"

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  • 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 ...