| Computational efficiency evaluation in output analysis |
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Winter Simulation Conference
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Proceedings of the 29th conference on Winter simulation
table of contents
Atlanta, Georgia, United States
Pages: 208 - 215
Year of Publication: 1997
ISBN:0-7803-4278-X
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Authors
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Halim Damerdji
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Department of Industrial Engineering, North Carolina State University, Raleigh, North Carolina
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Shane G. Henderson
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Department of Industrial and Operations Engineering, University of Michigan, Ann Arbor, Michigan
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Peter W. Glynn
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Department of Engineering-Economic Systems and Operations Research, Stanford University, Stanford, California
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IEEE Computer Society
Washington, DC, USA
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| Bibliometrics |
Downloads (6 Weeks): 0, Downloads (12 Months): 10, Citation Count: 2
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REFERENCES
Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.
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Anderson, T. W. 1971. Statistical analysis of time series. New York: Wiley.
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Carlstein, E. 1986. The use of subseries for estimating the variance of a general statistic from a stationary sequence. Annals of Statistics 14:1171-1179.
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Chan, T. F., G. H. Golub, and R. J. LeVeque. 1982. Updating formulae and a pairwise algorithm for computing sample variances. Compstat 1982, Proceedings of the 5th Symposium, eds. H.Caussinus, P. Ettinger, and J. R. Mathieu, 30-41. Cambridge, Massachusetts: Physica-Verlag.
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Chan, T. F., G. H. Golub, and R. J. LeVeque. 1983. Algorithms for computing the sample variance: analysis and recommendations. The American Statistician 37:242-247.
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Glynn, P. W., and P. L'Ecuyer. 1995. Likelihood ratio gradient estimation for stochastic recursions. Advances in Applied Probability 27:1019-1053.
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Glynn, P. W., and W. Whitt. 1991. Estimating the asymptotic variance with batch means. Operations Research Letters 10:431-435.
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Goldsman, D., and M. S. Meketon. 1986. A comparison of several variance estitnators. Technical report J-85-12, School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GA.
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Priestley, M. B. 1981. Spectral analysis and time series. New York: Academic Press.
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Shedler, G. S. i993. Regenerative stochastic simulation. San Diego: Academic Press.
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Youngs, E. A., and E. M. Cramer. 1971. Some results relevant to choice of sum and sum-of-product algorithms. Technometrics 13:657-665.
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CITED BY 2
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Sigrün Andradóttir , David Goldsman , Lee W. Schruben , Bruce W. Schmeiser , Enver Yücesan, Analysis methodology: are we done?, Proceedings of the 37th conference on Winter simulation, December 04-07, 2005, Orlando, Florida
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