Sökning: "Thomas Mikosch"
Hittade 1 avhandling innehållade orden Thomas Mikosch.
1. On Importance Sampling and Dependence Modeling
Sammanfattning : This thesis consists of four papers. In the first paper, Monte Carlo simulation for tail probabilities of heavy-tailed random walks is considered. Importance sampling algorithms are constructed by using mixtures of the original distribution with some other state-dependent distributions. LÄS MER
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