RARE-EVENT SIMULATION OF HEAVY-TAILED RANDOM WALKS BY SEQUENTIAL IMPORTANCE SAMPLING AND RESAMPLING.
- Published in:
- Advances in Applied Probability, 2012, v. 44, n. 4, p. 1173, doi. 10.1239/aap/1354716593
- By:
- Publication type:
- Article
Works matching IS 00018678 AND DT 2012 AND VI 44 AND IP 4
Results: 11
1
2
ASYMPTOTICS FOR WEIGHTED RANDOM SUMS.
- Published in:
- Advances in Applied Probability, 2012, v. 44, n. 4, p. 1142, doi. 10.1239/aap/1354716592
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- Publication type:
- Article
3
LIMIT THEOREMS FOR LONG-MEMORY STOCHASTIC VOLATILITY MODELS WITH INFINITE VARIANCE: PARTIAL SUMS AND SAMPLE COVARIANCES.
- Published in:
- Advances in Applied Probability, 2012, v. 44, n. 4, p. 1113, doi. 10.1239/aap/1354716591
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- Publication type:
- Article
4
CONVEX DUALITY IN MEAN-VARIANCE HEDGING UNDER CONVEX TRADING CONSTRAINTS.
- Published in:
- Advances in Applied Probability, 2012, v. 44, n. 4, p. 1084, doi. 10.1239/aap/1354716590
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- Publication type:
- Article
5
A HIERARCHICAL PROBABILITY MODEL OF COLON CANCER.
- Published in:
- Advances in Applied Probability, 2012, v. 44, n. 4, p. 1052, doi. 10.1239/aap/1354716589
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- Publication type:
- Article
6
SCALING AND MULTISCALING IN FINANCIAL SERIES: A SIMPLE MODEL.
- Published in:
- Advances in Applied Probability, 2012, v. 44, n. 4, p. 1018, doi. 10.1239/aap/1354716588
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- Publication type:
- Article
7
A STRONG LAW FOR THE RATE OF GROWTH OF LONG LATENCY PERIODS IN A CLOUD COMPUTING SERVICE.
- Published in:
- Advances in Applied Probability, 2012, v. 44, n. 4, p. 995, doi. 10.1239/aap/1354716587
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- Publication type:
- Article
8
QUANTITATIVE ESTIMATES FOR THE LONG-TIME BEHAVIOR OF AN ERGODIC VARIANT OF THE TELEGRAPH PROCESS.
- Published in:
- Advances in Applied Probability, 2012, v. 44, n. 4, p. 977, doi. 10.1239/aap/1354716586
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- Publication type:
- Article
9
ASYMPTOTIC PROPERTIES OF THE APPROXIMATE INVERSE ESTIMATOR FOR DIRECTIONAL DISTRIBUTIONS.
- Published in:
- Advances in Applied Probability, 2012, v. 44, n. 4, p. 954, doi. 10.1239/aap/1354716585
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- Publication type:
- Article
10
SET RECONSTRUCTION BY VORONOI CELLS.
- Published in:
- Advances in Applied Probability, 2012, v. 44, n. 4, p. 938, doi. 10.1239/aap/1354716584
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- Publication type:
- Article
11
THE NORMALIZED GRAPH CUT AND CHEEGER CONSTANT: FROM DISCRETE TO CONTINUOUS.
- Published in:
- Advances in Applied Probability, 2012, v. 44, n. 4, p. 907, doi. 10.1239/aap/1354716583
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- Publication type:
- Article