Muñoz, David F.; Glynn, Peter W. - In: Management Science 43 (1997) 8, pp. 1121-1135
We study the estimation of steady-state performance measures from an \frak{R}<sup>d</sup>-valued stochastic process Y = {Y(t): t \ge 0} representing the output of a simulation. In many applications, we may be interested in the estimation of a steady-state performance measure that cannot be expressed as a...