Pages that link to "Item:Q4017080"

The following pages link to The Asymptotic Efficiency of Simulation Estimators (Q4017080):

Displaying 50 items.

• Point process-based Monte Carlo estimation (Q517403) (← links)
• A latent process model for time series of attributed random graphs (Q644965) (← links)
• Simulation and estimation of extreme quantiles and extreme probabilities (Q649122) (← links)
• A combined splitting-cross entropy method for rare-event probability estimation of queueing networks (Q666360) (← links)
• A review of \(L=\lambda W\) and extensions (Q803674) (← links)
• Sensitivity analysis of ranked data: from order statistics to quantiles (Q896493) (← links)
• Asymptotically valid single-stage multiple-comparison procedures (Q998989) (← links)
• A kinetic theory for nonanalog Monte Carlo particle transport algorithms: Exponential transform with angular biasing in planar-geometry anisotropically scattering media (Q1268323) (← links)
• Little laws for utility processes and waiting times in queues (Q1339067) (← links)
• Monte Carlo methods for security pricing (Q1391435) (← links)
• Filtered likelihood for point processes (Q1745614) (← links)
• The ABC of simulation estimation with auxiliary statistics (Q1754514) (← links)
• Efficiency improvement techniques (Q1805481) (← links)
• Reliable estimation via simulation (Q1892648) (← links)
• Estimation methods for passage times using one-dependent cycles (Q1911470) (← links)
• Sensitivity analysis of stationary performance measures for Markov chains (Q1922200) (← links)
• Optimal balanced control for call centers (Q1945068) (← links)
• A perturbation analysis approach to phantom estimators for waiting times in the \(G/G/1\) queue (Q1959118) (← links)
• Simulating the maximum of a random walk (Q1973290) (← links)
• General multilevel Monte Carlo methods for pricing discretely monitored Asian options (Q2023956) (← links)
• Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← links)
• Conditional particle filters with diffuse initial distributions (Q2058728) (← links)
• On the optimal design of the randomized unbiased Monte Carlo estimators (Q2060580) (← links)
• On resampling schemes for particle filters with weakly informative observations (Q2112805) (← links)
• On the effective dimension and multilevel Monte Carlo (Q2157920) (← links)
• Optimal unbiased estimation for expected cumulative discounted cost (Q2184152) (← links)
• Unbiased Markov chain Monte Carlo for intractable target distributions (Q2192323) (← links)
• Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations (Q2196378) (← links)
• Splitting algorithms for rare event simulation over long time intervals (Q2240483) (← links)
• Adaptive approximate Bayesian computation for complex models (Q2259351) (← links)
• Simulated likelihood estimators for discretely observed jump-diffusions (Q2280574) (← links)
• Sensitivity estimation for Gaussian systems (Q2426571) (← links)
• Monte Carlo methods for pricing financial options (Q2571446) (← links)
• Unbiased estimation with square root convergence for SDE models (Q2795863) (← links)
• Increasing the number of inner replications of multifactor portfolio credit risk simulation in the t-copula model (Q3068190) (← links)
• Probabilistic Error Bounds for Simulation Quantile Estimators (Q3114834) (← links)
• Importance Sampling for Failure Probabilities in Computing and Data Transmission (Q3182431) (← links)
• (Q3359570) (← links)
• Estimating the Probability that a Function Observed with Noise Is Convex (Q3386772) (← links)
• On the Asymptotic Validity of Fully Sequential Selection Procedures for Steady-State Simulation (Q3391993) (← links)
• Simulation and the Asymptotics of Optimization Estimators (Q3476128) (← links)
• On Assessing the Precision of Simulation Estimates of Percentile Points (Q3678462) (← links)
• Efficient Ranking and Selection in Parallel Computing Environments (Q4604911) (← links)
• Performance of folded variance estimators for simulation (Q4635150) (← links)
• Unbiased multi-index Monte Carlo (Q4639168) (← links)
• IMPROVING SIMULATION EFFICIENCY WITH QUASI CONTROL VARIATES (Q4794301) (← links)
• On Efficiency of Multilevel Splitting (Q4905889) (← links)
• Unbiased Estimators and Multilevel Monte Carlo (Q4969336) (← links)
• Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions (Q4995123) (← links)
• Efficient calculation of the Greeks for exponential Lévy processes: an application of measure valued differentiation (Q5001127) (← links)