WSC
1997
13 years 6 months ago
1997
A central quantity in steady-state simulation is the time-average variance constant. Estimates of this quantity are needed (for example) for constructing confidence intervals, an...
WSC
2007
13 years 7 months ago
2007
We consider the problem of estimating the time-average variance constant for a stationary process. A previous paper described an approach based on multiple integrations of the sim...