Melike Meterelliyoz

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We extend and analyze a new class of estimators for the variance parameter of a steady-state simulation output process. These estimators are based on “folded” versions of the standardized time series (STS) of the process, and are analogous to the area and Cramér--von Mises estimators calculated from the original STS. In fact, one can apply(More)
We study reflected standardized time series (STS) estimators for the asymptotic variance parameter of a stationary stochastic process. These estimators are based on the concept of data re-use and allow us to obtain more information about the process with no additional sampling effort. Reflected STS estimators are computed from "reflections" of the original(More)
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