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12

WSC
2004

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99views Modeling And Simulation» more WSC 2004»

Overlapping Variance Estimators for Simulations

13 years 6 months ago

Overlapping Variance Estimators for Simulations

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We examine properties of overlapped versions of the standardized time series area and Cram

Christos Alexopoulos, David Goldsman, Nilay Tanik

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Cramérvon Mises Estimators | Modeling And Simulation | Stationary Stochastic Process | Steady-state Simulation Output | WSC 2004 |

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Added	31 Oct 2010
Updated	31 Oct 2010
Type	Conference
Year	2004
Where	WSC
Authors	Christos Alexopoulos, David Goldsman, Nilay Tanik Argon, Gamze Tokol

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