Malliavin-based multilevel Monte Carlo estimators for densities of max-stable processes (Q1722508)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Malliavin-based multilevel Monte Carlo estimators for densities of max-stable processes |
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Malliavin-based multilevel Monte Carlo estimators for densities of max-stable processes (English)
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18 February 2019
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max-stable process
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density estimation
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Malliavin calculus
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unbiased Monte Carlo estimators
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multivariate densities
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Gaussian processes
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