Simulation output analysis using integrated paths II: Low bias estimators

This article is a sequel to a previous article that introduced a class of variance estimators for steady-state simulation output analysis. The estimators were constructed by applying a quadratic function to a vector obtained from iterated integrations of the simulation output. The previous article concentrated on deriving the limiting distributions of the estimators and on their computational efficiency for a particular choice of quadratic function. The present article considers estimators constructed from different quadratic functions, chosen mainly to reduce bias compared to the estimators of the previous article. Overlapping and nonoverlapping batch means versions of the estimators are discussed.