SIMULATING LEVEL CROSSING PROBABILITIES BY IMPORTANCE SAMPLING FOR NON-DECREASING COMPOUND POISSON PROCESSES WITH BOUNDED JUMPS AND A NEGATIVE DRIFT

Claudio Macci

doi:10.1524/strm.2001.19.2.191

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SIMULATING LEVEL CROSSING PROBABILITIES BY IMPORTANCE SAMPLING FOR NON-DECREASING COMPOUND POISSON PROCESSES WITH BOUNDED JUMPS AND A NEGATIVE DRIFT

Claudio Macci

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Aus der Zeitschrift Statistics & Risk Modeling Band 19 Heft 2

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Macci, Claudio. "SIMULATING LEVEL CROSSING PROBABILITIES BY IMPORTANCE SAMPLING FOR NON-DECREASING COMPOUND POISSON PROCESSES WITH BOUNDED JUMPS AND A NEGATIVE DRIFT" Statistics & Risk Modeling, vol. 19, no. 2, 2001, pp. 191-202. https://doi.org/10.1524/strm.2001.19.2.191

Macci, C. (2001). SIMULATING LEVEL CROSSING PROBABILITIES BY IMPORTANCE SAMPLING FOR NON-DECREASING COMPOUND POISSON PROCESSES WITH BOUNDED JUMPS AND A NEGATIVE DRIFT. Statistics & Risk Modeling, 19(2), 191-202. https://doi.org/10.1524/strm.2001.19.2.191

Macci, C. (2001) SIMULATING LEVEL CROSSING PROBABILITIES BY IMPORTANCE SAMPLING FOR NON-DECREASING COMPOUND POISSON PROCESSES WITH BOUNDED JUMPS AND A NEGATIVE DRIFT. Statistics & Risk Modeling, Vol. 19 (Issue 2), pp. 191-202. https://doi.org/10.1524/strm.2001.19.2.191

Macci, Claudio. "SIMULATING LEVEL CROSSING PROBABILITIES BY IMPORTANCE SAMPLING FOR NON-DECREASING COMPOUND POISSON PROCESSES WITH BOUNDED JUMPS AND A NEGATIVE DRIFT" Statistics & Risk Modeling 19, no. 2 (2001): 191-202. https://doi.org/10.1524/strm.2001.19.2.191

Macci C. SIMULATING LEVEL CROSSING PROBABILITIES BY IMPORTANCE SAMPLING FOR NON-DECREASING COMPOUND POISSON PROCESSES WITH BOUNDED JUMPS AND A NEGATIVE DRIFT. Statistics & Risk Modeling. 2001;19(2): 191-202. https://doi.org/10.1524/strm.2001.19.2.191

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Artikel in diesem Heft

Inhalt
A STOCHASTIC ALGORITHM FOR MAXIMUM LIKELIHOOD ESTIMATION IN IMAGING
ASYMPTOTIC MINIMAX ESTIMATION IN NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS FROM DISCRETE OBSERVATIONS
POINT ESTIMATION OF THE COEFFICIENT OF DETERMINATION
A TWO-STAGE POINT ESTIMATION PROCEDURE FOR THE MEAN OF AN EXPONENTIAL DISTRIBUTION AND SECOND-ORDER RESULTS
Exponential statistical experiments: their properties and convergence results
SIMULATING LEVEL CROSSING PROBABILITIES BY IMPORTANCE SAMPLING FOR NON-DECREASING COMPOUND POISSON PROCESSES WITH BOUNDED JUMPS AND A NEGATIVE DRIFT
Book Reviews

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https://doi.org/10.1524/strm.2001.19.2.191

Artikel in diesem Heft

Inhalt
A STOCHASTIC ALGORITHM FOR MAXIMUM LIKELIHOOD ESTIMATION IN IMAGING
ASYMPTOTIC MINIMAX ESTIMATION IN NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS FROM DISCRETE OBSERVATIONS
POINT ESTIMATION OF THE COEFFICIENT OF DETERMINATION
A TWO-STAGE POINT ESTIMATION PROCEDURE FOR THE MEAN OF AN EXPONENTIAL DISTRIBUTION AND SECOND-ORDER RESULTS
Exponential statistical experiments: their properties and convergence results
SIMULATING LEVEL CROSSING PROBABILITIES BY IMPORTANCE SAMPLING FOR NON-DECREASING COMPOUND POISSON PROCESSES WITH BOUNDED JUMPS AND A NEGATIVE DRIFT
Book Reviews