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WSC
2004
15 years 19 days ago
Permuted Weighted Area Estimators
Calvin and Nakayama previously introduced permuting as a way of improving existing standardized time series methods. The basic idea is to split a simulated sample path into nonove...
James M. Calvin, Marvin K. Nakayama
73
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WSC
2001
15 years 19 days ago
Improving standardized time series methods by permuting path segments
We describe an extension procedure for constructing new standardized time series procedures from existing ones. The approach is based on averaging over sample paths obtained by pe...
James M. Calvin, Marvin K. Nakayama