We estimate the variance parameter of a stationary simulation-generated process using a linear combination of overlapping standardized time series (STS) area variance estimators based on different… (More)

We develop new confidence-interval estimators for the mean and variance parameter of a steady-state simulation output process. These confidence intervals are based on optimal linear combinations of… (More)

We develop new point estimators for the variance parameter of a steady-state simulation process. The estimators are based on jackknifed versions of nonoverlapping batch means, overlapping batch… (More)

Given an output process generated by a steady-state simulation, we give expressions for the mean-squared error (MSE) of several well-known estimators of the associated variance parameter. The… (More)

We examine properties of linear combinations of overlapping standardized time series area estimators for the variance parameter of a stationary stochastic process. We find that the linear combination… (More)