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Computational efficiency evaluation in output analysis
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Source Winter Simulation Conference archive
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
Authors
Halim Damerdji  Department of Industrial Engineering, North Carolina State University, Raleigh, North Carolina
Shane G. Henderson  Department of Industrial and Operations Engineering, University of Michigan, Ann Arbor, Michigan
Peter W. Glynn  Department of Engineering-Economic Systems and Operations Research, Stanford University, Stanford, California
Sponsors
IEEE-CS : Computer Society
IEEE-SMCS : Systems, Man & Cybernetics Society
ACM: Association for Computing Machinery
INFORMS/CS : Computer Science TC
SIGSIM: ACM Special Interest Group on Simulation and Modeling
SCS : Society for Computer Simulation
ASA : American Statistical Association
IEEE : Institute of Electrical and Electronics Engineers
Publisher
IEEE Computer Society  Washington, DC, USA
Bibliometrics
Downloads (6 Weeks): 1,   Downloads (12 Months): 9,   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.

 
1
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.


Collaborative Colleagues:
Halim Damerdji: colleagues
Shane G. Henderson: colleagues
Peter W. Glynn: colleagues