Sieve bootstrap t-tests on long-run average parameters.

Ana-María Fuertes

Published in: Comput. Stat. Data Anal. (2008)

Keyphrases

long run
average cost
short run
expected cost
confidence intervals
infinite horizon
optimal policy
long term
average reward
heavy traffic
cross validation
exchange rate
customer classes
finite horizon
queueing networks
sufficient conditions
state space