Overlapping Variance Estimators for Simulations

14 years 1 months 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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