IDEAS home Printed from https://ideas.repec.org/a/inm/oropre/v48y2000i5p776-787.html
   My bibliography  Save this article

Central Limit Theorems for Permuted Regenerative Estimators

Author

Listed:
  • James M. Calvin

    (Simulation and Modeling Laboratory, Department of Computer and Information Science, New Jersey Institute of Technology, Newark, New Jersey 07102-1982)

  • Marvin K. Nakayama

    (Simulation and Modeling Laboratory, Department of Computer and Information Science, New Jersey Institute of Technology, Newark, New Jersey 07102-1982)

Abstract

We prove strong laws of large numbers and central limit theorems for some permuted estimators from regenerative simulations. These limit theorems provide the basis for constructing asymptotically valid confidence intervals for the permuted estimators.

Suggested Citation

  • James M. Calvin & Marvin K. Nakayama, 2000. "Central Limit Theorems for Permuted Regenerative Estimators," Operations Research, INFORMS, vol. 48(5), pages 776-787, October.
    • Handle: RePEc:inm:oropre:v:48:y:2000:i:5:p:776-787
    DOI: 10.1287/opre.48.5.776.12409
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/opre.48.5.776.12409
    Download Restriction: no
    File URL: https://libkey.io/10.1287/opre.48.5.776.12409?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.
    2. James M. Calvin & Marvin K. Nakayama, 2006. "Permuted Standardized Time Series for Steady-State Simulations," Mathematics of Operations Research, INFORMS, vol. 31(2), pages 351-368, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:oropre:v:48:y:2000:i:5:p:776-787. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.