188
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WSC
1997
15 years 9 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...
207
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WSC
2007
15 years 10 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...