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dc.contributor.authorMeterelliyoz, Melike
dc.contributor.authorAlexopoulos, Christos
dc.contributor.authorGoldsman, David
dc.contributor.authorAktaran-Kalayci, Tuba
dc.date.accessioned2019-07-03T14:45:15Z
dc.date.available2019-07-03T14:45:15Z
dc.date.issued2015
dc.identifier.citationMeterelliyoz, M., Alexopoulos, C., Goldsman, D., & Aktaran-Kalayci, T. (2015). Reflected variance estimators for simulation. IIE Transactions, 47(11), 1185-1202.en_US
dc.identifier.issn0740-817X
dc.identifier.urihttps://ieeexplore.ieee.org/document/5679063
dc.identifier.urihttp://hdl.handle.net/20.500.11851/1606
dc.description.abstractWe 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 that are themselves derived from appropriately reflected Brownian motions. The main result is that certain linear combinations of reflected estimators have substantially smaller variances than their constituents. We illustrate the performance of the new estimators via Monte Carlo experiments. These experiments show that the reflected estimators behave as expected and, in addition, perform better than certain competitors such as nonoverlapping batch means estimators and STS folded estimators.en_US
dc.language.isoengen_US
dc.publisherTaylor & Francis Incen_US
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.subjectCramr-von Mises variance estimatoren_US
dc.subjectarea variance estimatoren_US
dc.subjectStationary simulation output analysisen_US
dc.subjectreflected variance estimatoren_US
dc.titleReflected variance estimators for simulationen_US
dc.typearticleen_US
dc.relation.journalIIE Transactionsen_US
dc.contributor.departmentTOBB ETU, Faculty of Economics and Administrative Sciences, Department of Managementen_US
dc.contributor.departmentTOBB ETÜ, İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümütr_TR
dc.identifier.volume47
dc.identifier.issue11
dc.identifier.startpage1185
dc.identifier.endpage1202
dc.contributor.orcidhttps://orcid.org/0000-0002-1718-055X
dc.identifier.wosWOS:000360552900003
dc.identifier.scopus2-s2.0-79951608503
dc.contributor.tobbetuauthorMeterelliyoz, Melike
dc.contributor.YOKid36211
dc.identifier.doi10.1080/0740817X.2015.1005776
dc.contributor.ScopusAuthorID36561872700
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıtr_TR
dc.relation.internationalNational Science Foundation [CMMI-0927592, CMMI-1233141]en_US


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