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Permuted derivative and importance-sampling estimators for regenerative simulations

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  • Calvin, James M.
  • Nakayama, Marvin K.

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  • Calvin, James M. & Nakayama, Marvin K., 2004. "Permuted derivative and importance-sampling estimators for regenerative simulations," European Journal of Operational Research, Elsevier, vol. 156(2), pages 390-414, July.
    • Handle: RePEc:eee:ejores:v:156:y:2004:i:2:p:390-414
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    References listed on IDEAS

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    1. James Calvin, 1994. "Return-State Independent Quantities in Regenerative Simulation," Operations Research, INFORMS, vol. 42(3), pages 531-542, June.
    2. James M. Calvin & Marvin K. Nakayama, 2000. "Central Limit Theorems for Permuted Regenerative Estimators," Operations Research, INFORMS, vol. 48(5), pages 776-787, October.
    3. Martin I. Reiman & Alan Weiss, 1989. "Sensitivity Analysis for Simulations via Likelihood Ratios," Operations Research, INFORMS, vol. 37(5), pages 830-844, October.
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