Login / Signup
The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study.
Hugo Pérez-Vicente
María Isabel Ayuda
Antonio Aznar
Published in:
Commun. Stat. Simul. Comput. (2021)
Keyphrases
</>
simulation study
monte carlo
importance sampling
monte carlo simulation
markov chain
monte carlo methods
particle filter
monte carlo tree search
stochastic approximation
matrix inversion
markovian decision
confidence intervals
adaptive sampling
temporal difference
global illumination
uct algorithm
machine learning