@inproceedings{2010passchBWSC,
	author      =   {R. Pasupathy and B. W. Schmeiser},
	title       =   {The Initial Transient in Steady-State Point Estimation: Contexts, A Bibliography, The MSE Criterion, and The MSER Statistic},
	booktitle   =   {Proceedings of the 2010 Winter Simulation Conference},
	Publisher = {Institute of Electrical and Electronics Engineers, Inc.},
	Address = {Piscataway, NJ},
	Editor = {B.~Johansson and S.~Jain and J.~Montoya-Torres and J.~Hugan and E.~Y\"{u}cesan},
	pages       =   {184--197},
	year        =   {2010},
	url = {http://www.informs-sim.org/wsc10papers/017.pdf},
	keywords = {initial transient},
	abstract = {The initial transient is an unavoidable issue when estimating parameters of steady-state distributions. We discuss contexts and factors that affect how the initial transient is handled, provide a bibliography (from the system simulation literature), discuss criteria for evaluating initial-transient algorithms, arguing for focusing on the mean squared error (mse). We discuss the MSER statistic, showing that it is asymptotically proportional to the mse and therefore a good foundation for initial-transient algorithms. We suggest two new algorithms (MSER-LLM and MSER-LLM2) for using the MSER statistic and compare them, based on empirical results for M/M/1 and AR(1) data processes, to the original MSER algorithm (MSER-GM).}
}

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