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Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study.
Luisa Bisaglia
Margherita Gerolimetto
Published in:
Stat. Methods Appl. (2009)
Keyphrases
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monte carlo
simulation study
markov chain
monte carlo simulation
adaptive sampling
monte carlo methods
particle filter
stochastic approximation
bayesian networks
temporal difference
game tree search
uct algorithm
markovian decision