Bootstrapping long memory tests: Some Monte Carlo results.
Anthony MurphyMarwan IzzeldinPublished in: Comput. Stat. Data Anal. (2009)
Keyphrases
- monte carlo
- monte carlo simulation
- importance sampling
- markov chain
- monte carlo tree search
- markovian decision
- adaptive sampling
- simulation study
- particle filter
- monte carlo methods
- confidence intervals
- stochastic approximation
- point processes
- matrix inversion
- main memory
- uct algorithm
- monte carlo method
- policy evaluation
- random access
- quasi monte carlo
- kernel function