Chan, Kin Wai; Yau, Chun Yip High-order corrected estimator of asymptotic variance with optimal bandwidth. (English) Zbl 1385.62010 Scand. J. Stat. 44, No. 4, 866-898 (2017). Reviewer: Fabio Rapallo (Alessandria) MSC: 62G05 62G09 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Yau, Chun Yip; Chan, Kin Wai New recursive estimators of the time-average variance constant. (English) Zbl 1420.62365 Stat. Comput. 26, No. 3, 609-627 (2016). MSC: 62M09 60G10 68Q25 × Cite Format Result Cite Review PDF Full Text: DOI
Love, David; Bayraksan, Güzin Overlapping batches for the assessment of solution quality in stochastic programs. (English) Zbl 1369.90113 ACM Trans. Model. Comput. Simul. 25, No. 3, Article No. 20, 20 p. (2015). MSC: 90C15 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Song, Wheyming Tina; Chih, Mingchang Run length not required: optimal-MSE dynamic batch means estimators for steady-state simulations. (English) Zbl 1317.62019 Eur. J. Oper. Res. 229, No. 1, 114-123 (2013). MSC: 62F10 × Cite Format Result Cite Review PDF Full Text: DOI
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