Randall B. Howard, Mark A. Gallagher, Kenneth W. Bauer Jr., Peter S. Maybeck. Confidence Intervals for Univariate Discrete-Event Simulation Output Using the Kalman Filter. In Proceedings of the 24th Winter Simulation Conference, Arlington, VA, USA, December 13-16, 1992. pages 586-593, ACM Press, 1992. [doi]
Abstract is missing.