Rare-event simulation for stochastic recurrence equations...

ACM Transactions on Modeling and Computer Simulation 2013 / 10 Vol. 23; Iss. 4

Rare-event simulation for stochastic recurrence equations with heavy-tailed innovations

Blanchet, Jose, Hult, Henrik, Leder, Kevin
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Volume:
23
Language:
english
Journal:
ACM Transactions on Modeling and Computer Simulation
DOI:
10.1145/2517451
Date:
October, 2013
File:
PDF, 338 KB
english, 2013
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