The Asymptotic Validity of Sequential Stopping Rules for Confidence Interval Construction Using Standardized Time Series.

Jing Dong Peter W. Glynn

Published in: WSC (2019)

Keyphrases

stopping rules
confidence intervals
standardized time series
sample size
stochastic systems
markov chain
steady state simulation
central limit theorem
test set
steady state
monte carlo
roc curve
complex systems
data sets
worst case
probabilistic model
search space
training set