Unbiased Simulation of Rare Events in Continuous Time (2021)

First Author: Hodgson J
Attributed to:  CoSInES (COmputational Statistical INference for Engineering and Security) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/s11009-021-09886-2

Publication URI: http://dx.doi.org/10.1007/s11009-021-09886-2

Type: Journal Article/Review

Parent Publication: Methodology and Computing in Applied Probability

Issue: 3