Relevant States and Memory in Markov Chain Bootstrapping and Simulation
Year of publication: |
2013
|
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Authors: | Cerqueti, Roy ; Falbo, Paolo ; Pelizzari, Cristian |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Bootstrapping | Information Theory | Markov chains | Optimization | Simulation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; C65 - Miscellaneous Mathematical Tools |
Source: |
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