On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method (Q1183687)
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scientific article; zbMATH DE number 33495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method |
scientific article; zbMATH DE number 33495 |
Statements
On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method (English)
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28 June 1992
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sensitivity analysis
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perturbation analysis
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rare perturbation analysis
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likelihood ratio method
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simulation results
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