Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/1606
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dc.contributor.authorMeterelliyoz Kuyzu, Melike-
dc.contributor.authorAlexopoulos, Christos-
dc.contributor.authorGoldsman, David-
dc.contributor.authorKalaycı, Tuba Aktaran-
dc.date.accessioned2019-07-03T14:45:15Z-
dc.date.available2019-07-03T14:45:15Z-
dc.date.issued2015-
dc.identifier.citationMeterelliyoz, M., Alexopoulos, C., Goldsman, D., & Aktaran-Kalayci, T. (2015). Reflected variance estimators for simulation. IIE Transactions, 47(11), 1185-1202.en_US
dc.identifier.issn0740-817X-
dc.identifier.urihttps://ieeexplore.ieee.org/document/5679063-
dc.identifier.urihttps://hdl.handle.net/20.500.11851/1606-
dc.description.abstractWe propose a new class of estimators for the asymptotic variance parameter of a stationary simulation output process. The estimators are based on Standardized Time Series (STS) functionals that converge to Brownian bridges that are themselves derived from appropriately reflected Brownian motions. The main result is that certain linear combinations of reflected estimators have substantially smaller variances than their constituents. We illustrate the performance of the new estimators via Monte Carlo experiments. These experiments show that the reflected estimators behave as expected and, in addition, perform better than certain competitors such as nonoverlapping batch means estimators and STS folded estimators.en_US
dc.language.isoenen_US
dc.publisherTaylor & Francis Incen_US
dc.relation.ispartofIIE Transactionsen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectCramr-von Mises variance estimatoren_US
dc.subjectarea variance estimatoren_US
dc.subjectStationary simulation output analysisen_US
dc.subjectreflected variance estimatoren_US
dc.titleReflected 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.volume47-
dc.identifier.issue11-
dc.identifier.startpage1185-
dc.identifier.endpage1202-
dc.authorid0000-0002-1718-055X-
dc.identifier.wosWOS:000360552900003en_US
dc.identifier.scopus2-s2.0-84940459279en_US
dc.institutionauthorMeterelliyoz, Melike-
dc.identifier.doi10.1080/0740817X.2015.1005776-
dc.authorscopusid36561872700-
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.relation.internationalNational Science Foundation [CMMI-0927592, CMMI-1233141]en_US
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.grantfulltextnone-
item.fulltextNo Fulltext-
item.openairetypeArticle-
item.cerifentitytypePublications-
item.languageiso639-1en-
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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