Error estimation in the method of dependent tests for multiple parametric integrals with infinite variance
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Publication:1571137
zbMath0955.65001MaRDI QIDQ1571137
S. A. Egishyants, E. I. Ostrovskij
Publication date: 30 July 2000
Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)
error estimationMonte Carlo methodstochastic processmultiple integralconfidence intervalinfinite variancestable processstable limit theoremmethod of dependent tests
Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Stable stochastic processes (60G52) Orthogonalization in numerical linear algebra (65F25)
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