1

Unbiased Estimation with Square Root Convergence for SDE Models

Year:
2015
Language:
english
File:
PDF, 354 KB
english, 2015
3

Importance sampling of heavy-tailed iterated random functions

Year:
2018
Language:
english
File:
PDF, 320 KB
english, 2018
5

Exact estimation for Markov chain equilibrium expectations

Year:
2014
Language:
english
File:
PDF, 181 KB
english, 2014