WSC
1997
14 years 10 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...
90
Voted
WSC
2007
14 years 11 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...