Testing Fractional Order of Long Memory Processes: A Monte Carlo Study.

Laurent Ferrara Dominique Guégan Zhiping Lu

Published in: Commun. Stat. Simul. Comput. (2010)

Keyphrases

monte carlo
simulation study
monte carlo simulation
markov chain
monte carlo methods
importance sampling
fractional order
neural network
machine learning
search algorithm
closed loop
temporal difference
monte carlo tree search
particle filter
image enhancement
evaluation function