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Halim Damerdji
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1990 – 1999
- 1999
- [j4]Halim Damerdji, Marvin K. Nakayama:
Two-Stage Multiple-Comparison Procedures for Steady State Simulations. ACM Trans. Model. Comput. Simul. 9(1): 1-30 (1999) - 1998
- [c9]Michael E. Kuhl, Halim Damerdji, James R. Wilson:
Least Squares Estimation of Nonhomogeneous Poisson Processes. WSC 1998: 637-646 - 1997
- [c8]Halim Damerdji, Shane G. Henderson, Peter W. Glynn:
Computational Efficiency Evaluation in Output Analysis. WSC 1997: 208-215 - [c7]Michael E. Kuhl, Halim Damerdji, James R. Wilson:
Estimating and Simulating Poisson Processes with Trends or Asymmetric Cyclic Effects. WSC 1997: 287-295 - 1996
- [j3]Halim Damerdji:
Maximum likelihood estimation for generalized semi-markov processes. Discret. Event Dyn. Syst. 6(1): 73-104 (1996) - [c6]Halim Damerdji, Peter W. Glynn, Marvin K. Nakayama, James R. Wilson:
Selecting the Best System in Transient Simulations with Variances Known. WSC 1996: 281-286 - [c5]Halim Damerdji, Marvin K. Nakayama:
Two-Stage Procedures for Multiple Comparisons with a Control in Steady-State Simulations. WSC 1996: 372-375 - 1995
- [j2]Halim Damerdji:
Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis. Oper. Res. 43(2): 282-291 (1995) - [c4]Halim Damerdji, Peter W. Glynn:
Performance Analysis of Future Event Sets. WSC 1995: 316-321 - 1994
- [j1]Halim Damerdji:
Strong Consistency of the Variance Estimator in Steady-State Simulation Output Analysis. Math. Oper. Res. 19(2): 494-512 (1994) - [c3]Halim Damerdji:
On the batch means and area variance estimators. WSC 1994: 340-344 - 1993
- [c2]Halim Damerdji:
Parametric inference for generalized semi-Markov processes. WSC 1993: 323-328
1980 – 1989
- 1987
- [c1]Halim Damerdji:
On strong consistency of the variance estimator. WSC 1987: 305-308
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