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Conference Paper: A regenerative bootstrap approach to estimating the initial transient

TitleA regenerative bootstrap approach to estimating the initial transient
Authors
Glynn, Peter W.Zhang, Xiaowei
Issue Date2010
PublisherIEEE.
Citation
2010 Winter Simulation Conference (WSC 2010), Baltimore, MD, 5-8 December 2010. In Proceedings - Winter Simulation Conference, 2010, p. 965-970 How to Cite?
DOI: http://dx.doi.org/10.1109/WSC.2010.5679093
AbstractWe propose a new algorithm for identifying the duration of the initial transient for a regenerative stochastic process. The algorithm involves re-sampling of the simulated cycles, and therefore has a "bootstrap" flavor. The paper includes a derivation of the estimator for the duration of the transient that offers theoretical support for its validity, and provides a preliminary numerical investigation of the estimator's properties. ©2010 IEEE.
Persistent Identifierhttp://hdl.handle.net/10722/271467
ISSN
0891-7736
2023 SCImago Journal Rankings: 0.272
ISI Accession Number ID
WOS:000287976701018

 

DC FieldValueLanguage
dc.contributor.authorGlynn, Peter W.-
dc.contributor.authorZhang, Xiaowei-
dc.date.accessioned2019-07-02T07:16:09Z-
dc.date.available2019-07-02T07:16:09Z-
dc.date.issued2010-
dc.identifier.citation2010 Winter Simulation Conference (WSC 2010), Baltimore, MD, 5-8 December 2010. In Proceedings - Winter Simulation Conference, 2010, p. 965-970-
dc.identifier.issn0891-7736-
dc.identifier.urihttp://hdl.handle.net/10722/271467-
dc.description.abstractWe propose a new algorithm for identifying the duration of the initial transient for a regenerative stochastic process. The algorithm involves re-sampling of the simulated cycles, and therefore has a "bootstrap" flavor. The paper includes a derivation of the estimator for the duration of the transient that offers theoretical support for its validity, and provides a preliminary numerical investigation of the estimator's properties. ©2010 IEEE.-
dc.languageeng-
dc.publisherIEEE.-
dc.relation.ispartofProceedings - Winter Simulation Conference-
dc.titleA regenerative bootstrap approach to estimating the initial transient-
dc.typeConference_Paper-
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1109/WSC.2010.5679093-
dc.identifier.scopuseid_2-s2.0-79951655439-
dc.identifier.spage965-
dc.identifier.epage970-
dc.identifier.isiWOS:000287976701018-
dc.identifier.issnl0891-7736-

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