Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/6734
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dc.contributor.authorMeterelliyoz Kuyzu, Melike-
dc.contributor.authorAlexopoulos, Christos-
dc.contributor.authorGoldsman, David-
dc.date.accessioned2021-09-11T15:43:21Z-
dc.date.available2021-09-11T15:43:21Z-
dc.date.issued2012en_US
dc.identifier.issn0377-2217-
dc.identifier.issn1872-6860-
dc.identifier.urihttps://doi.org/10.1016/j.ejor.2012.01.018-
dc.identifier.urihttps://hdl.handle.net/20.500.11851/6734-
dc.description.abstractWe propose and analyze a new class of estimators for the variance parameter of a steady-state simulation output process. The new estimators are computed by averaging individual estimators from "folded" standardized time series based on overlapping batches composed of consecutive observations. The folding transformation on each batch can be applied more than once to produce an entire set of estimators. We establish the limiting distributions of the proposed estimators as the sample size tends to infinity while the ratio of the sample size to the batch size remains constant. We give analytical and Monte Carlo results showing that, compared to their counterparts computed from nonoverlapping batches, the new estimators have roughly the same bias but smaller variance. In addition, these estimators can be computed with order-of-sample-size work. (C) 2012 Elsevier B.V. All rights reserved.en_US
dc.language.isoenen_US
dc.publisherElsevieren_US
dc.relation.ispartofEuropean Journal of Operational Researchen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectSimulation output analysisen_US
dc.subjectArea variance estimatoren_US
dc.subjectOverlapping variance estimatoren_US
dc.subjectFolded variance estimatoren_US
dc.titleFolded Overlapping Variance Estimators for Simulationen_US
dc.typeArticleen_US
dc.departmentFaculties, Faculty of Economics and Administrative Sciences, Department of Managementen_US
dc.departmentFakülteler, İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümütr_TR
dc.identifier.volume220en_US
dc.identifier.issue1en_US
dc.identifier.startpage135en_US
dc.identifier.endpage146en_US
dc.authorid0000-0002-1718-055X-
dc.identifier.wosWOS:000302448100015en_US
dc.identifier.scopus2-s2.0-84857916431en_US
dc.institutionauthorMeterelliyoz, Melike-
dc.identifier.doi10.1016/j.ejor.2012.01.018-
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.identifier.scopusqualityQ1-
item.openairetypeArticle-
item.languageiso639-1en-
item.grantfulltextnone-
item.fulltextNo Fulltext-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.cerifentitytypePublications-
crisitem.author.dept04.03. Department of Management-
Appears in Collections:İşletme Bölümü / Department of Management
Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection
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