Rare-event simulation for stochastic recurrence equations with heavy-tailed innovations (Q2828125)
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scientific article; zbMATH DE number 6642851
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rare-event simulation for stochastic recurrence equations with heavy-tailed innovations |
scientific article; zbMATH DE number 6642851 |
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Rare-event simulation for stochastic recurrence equations with heavy-tailed innovations (English)
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24 October 2016
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importance sampling
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heavy tails
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stochastic recurrence equations
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