The Annals of Statistics, Vol. 25, No. 2 (Apr., 1997), pp. 771-785 (15 pages) In this paper we establish the basic asymptotic theory for periodic moving averages of i.i.d. random variables with ...
Ivan Bajic (ibajic at ensc.sfu.ca) Office hours: Monday and Wednesday, 13:00-14:00 online (Zoom, see the link in course materials) Introduction to the theories of probability and random variables, and ...
Adaptive Monte Carlo methods are very efficient techniques designed to tune simulation estimators on-line. In this work, we present an alternative to stochastic approximation to tune the optimal ...
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