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Serial Dependence Analysis of Time Series Using Distance Correlation and Monte Carlo Bootstrap Hypothesis Test.

Themistoklis KoutsellisStylianos ChoumasAlexandros NikasChristopher VerveridisThomas PapapolyzosAnastasios BitsikasIoanna MakarouniHaris Ch. Doukas
Published in: IISA (2023)
Keyphrases
  • monte carlo
  • markov chain
  • hypothesis test
  • importance sampling
  • confidence intervals
  • monte carlo methods
  • markovian decision
  • learning algorithm
  • feature extraction
  • upper bound
  • monte carlo tree search
  • point processes