226 results in 65Cxx
THE BEST LEAST ABSOLUTE DEVIATIONS LINE – PROPERTIES AND TWO EFFICIENT METHODS FOR ITS DERIVATION
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- The ANZIAM Journal / Volume 50 / Issue 2 / October 2008
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- 01 October 2008, pp. 185-198
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Perfect sampling methods for random forests
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- Advances in Applied Probability / Volume 40 / Issue 3 / September 2008
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- 01 July 2016, pp. 897-917
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- September 2008
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Using systematic sampling selection for Monte Carlo solutions of Feynman-Kac equations
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- Advances in Applied Probability / Volume 40 / Issue 2 / June 2008
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- 01 July 2016, pp. 454-472
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- June 2008
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Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications
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- Advances in Applied Probability / Volume 40 / Issue 2 / June 2008
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- 01 July 2016, pp. 293-320
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- June 2008
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Large deviation estimates of the crossing probability for pinned Gaussian processes
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- Advances in Applied Probability / Volume 40 / Issue 2 / June 2008
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- 01 July 2016, pp. 424-453
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- June 2008
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A Variable Step Size Riemannian Sum for an Itô Integral
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- Journal of Applied Probability / Volume 45 / Issue 2 / June 2008
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- 14 July 2016, pp. 551-567
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- June 2008
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A characterization of the first hitting time of double integral processes to curved boundaries
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- Advances in Applied Probability / Volume 40 / Issue 2 / June 2008
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- 01 July 2016, pp. 501-528
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- June 2008
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Pattern Markov Chains: Optimal Markov Chain Embedding Through Deterministic Finite Automata
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- Journal of Applied Probability / Volume 45 / Issue 1 / March 2008
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- 14 July 2016, pp. 226-243
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- March 2008
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Perfectly random sampling of truncated multinormal distributions
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- Advances in Applied Probability / Volume 39 / Issue 4 / December 2007
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- 01 July 2016, pp. 973-990
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- December 2007
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Integration by Parts for Point Processes and Monte Carlo Estimation
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- Journal of Applied Probability / Volume 44 / Issue 3 / September 2007
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- 14 July 2016, pp. 806-823
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- September 2007
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Probabilistic Approximation of a Nonlinear Parabolic Equation Occurring in Rheology
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- Journal of Applied Probability / Volume 44 / Issue 2 / June 2007
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- 14 July 2016, pp. 528-546
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- June 2007
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Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
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- Journal of Applied Probability / Volume 44 / Issue 2 / June 2007
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- 14 July 2016, pp. 458-475
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- June 2007
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Computable Bounds for the Decay Parameter of a Birth–Death Process
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- Journal of Applied Probability / Volume 44 / Issue 2 / June 2007
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- 14 July 2016, pp. 476-491
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- June 2007
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Continuous-time methods in the study of discretely sampled functionals of Lévy processes. I. The positive process case
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- Advances in Applied Probability / Volume 39 / Issue 1 / March 2007
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- 01 July 2016, pp. 245-270
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- March 2007
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On ladder height densities and Laguerre series in the study of stochastic functionals. II. Exponential functionals of brownian motion and asian option values
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- Advances in Applied Probability / Volume 38 / Issue 4 / December 2006
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- 08 September 2016, pp. 995-1027
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- December 2006
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On ladder height densities and Laguerre series in the study of stochastic functionals. I. Basic methods and results
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- Advances in Applied Probability / Volume 38 / Issue 4 / December 2006
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- 08 September 2016, pp. 969-994
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- December 2006
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Improved algorithms for rare event simulation with heavy tails
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- Advances in Applied Probability / Volume 38 / Issue 2 / June 2006
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- 01 July 2016, pp. 545-558
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- June 2006
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A uniformly convergent adaptive particle filter
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- Journal of Applied Probability / Volume 42 / Issue 4 / December 2005
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- 14 July 2016, pp. 1053-1068
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- December 2005
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What is the time value of a stream of investments?
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- Journal of Applied Probability / Volume 42 / Issue 3 / September 2005
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- 14 July 2016, pp. 861-866
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- September 2005
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On asymptotically efficient simulation of large deviation probabilities
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- Advances in Applied Probability / Volume 37 / Issue 2 / June 2005
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- 01 July 2016, pp. 539-552
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- June 2005
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