Central limit theorems for permuted regenerative estimators

Document Type

Article

Publication Date

1-1-2000

Abstract

The asymptotic behavior of some permuted estimators is studied. Strong laws of large numbers and central limit theorems are proved for some permuted estimators from regenerative simulations. A small model is analyzed and the exact theoretical values are derived for the second moment and the asymptotic variances associated with its standard and permuted estimators.

Identifier

0034262327 (Scopus)

Publication Title

Operations Research

External Full Text Location

https://doi.org/10.1287/opre.48.5.776.12409

ISSN

0030364X

First Page

776

Last Page

787

Issue

5

Volume

48

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