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Properties of standardized time series weighted area variance estimators
Goldsman, David Morris - In: Management science : journal of the Institute for … 36 (1990) 5, pp. 602-612
Persistent link: https://www.econbiz.de/10001087170
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Sequest : a sequential procedure for estimating quantiles in steady-state simulations
Alexopoulos, Christos; Goldsman, David Morris; Mokashi, … - In: Operations research 67 (2019) 4, pp. 1162-1183
Persistent link: https://www.econbiz.de/10012062950
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Optimal linear combinations of overlapping variance estimators for steady-state simulation
Aktaran-Kalaycı, Tûba; Alexopoulos, Christos; … - In: Advancing the frontiers of simulation : a Festschrift …, (pp. 291-328). 2009
Persistent link: https://www.econbiz.de/10003918950
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Folded overlapping variance estimators for simulation
Meterelliyoz, Melike; Alexopoulos, Christos; Goldsman, … - In: European journal of operational research : EJOR 220 (2012) 1, pp. 135-146
Persistent link: https://www.econbiz.de/10009531558
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An improved standardized time series Durbin-Watson variance estimator for steady-state simulation
Batur, Demet; Goldsman, David Morris; Kim, Seong-hee - In: Operations research letters 37 (2009) 4, pp. 285-289
Persistent link: https://www.econbiz.de/10003908491