Overlapping Variance Estimators for Simulations

14 years 26 days ago

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

Christos Alexopoulos, David Goldsman, Nilay Tanik

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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