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Minimum mean-squared-error estimators for simulation experiments

Published: 01 April 1981 Publication History
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References

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Box, G. E. P. and Jenkins, G. Time Series Analysis: Forecasting and Control Holden-Day, Inc., San Francisco, CA 1976.
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Fishman, G. S. Bias considerations in simulation experiments. Operations Res. 20, 4 (July-Aug. 1972), 785-790.
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cover image Communications of the ACM
Communications of the ACM  Volume 24, Issue 4
Special issue on simulation modeling and statistical computing
April 1981
102 pages
ISSN:0001-0782
EISSN:1557-7317
DOI:10.1145/358598
Issue’s Table of Contents
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 01 April 1981
Published in CACM Volume 24, Issue 4

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Author Tags

  1. autocorrelated simulation experiments
  2. estimator bias and variance reduction
  3. mean-squared-error
  4. surrogate process
  5. time series analysis

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  • (2023)Intelligent estimation: A review of theory, applications, and recent advancesDigital Signal Processing10.1016/j.dsp.2023.103966135(103966)Online publication date: Apr-2023
  • (2021)The smooth variable structure filter: A comprehensive reviewDigital Signal Processing10.1016/j.dsp.2020.102912110(102912)Online publication date: Mar-2021
  • (2007)A Simulation-Based Evaluation of Methods to Estimate the Impact of an Adverse Event on Hospital Length of StayMedical Care10.1097/MLR.0b013e318074ce8a45:Suppl 2(S108-S115)Online publication date: Oct-2007
  • (1990)Steady-state simulation of queueing processes: survey of problems and solutionsACM Computing Surveys10.1145/78919.7892122:2(123-170)Online publication date: 1-Jun-1990
  • (1988)Simulation Experimentation in Spatial AnalysisAdvanced Spatial Statistics10.1007/978-94-009-2758-2_9(225-260)Online publication date: 1988
  • (1983)Feature Article-Statistical Analysis of Simulation Output DataOperations Research10.1287/opre.31.6.98331:6(983-1029)Online publication date: 1-Dec-1983

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