Now showing items 1-2 of 2

    • Multiply reflected variance estimators for simulation 

      Dingeç, Kemal Dinçer; Alexopoulos, Christos; Goldsman, David; Meterelliyoz, Melike; Wilson, James R. (IEEE, 2018)
      In a previous article, we studied a then-new class of standardized time series (STS) estimators for the asymptotic variance parameter of a stationary simulation output process. Those estimators invoke the well-known ...
    • 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 ...