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Metadata Label Value
Author(s): Amrein, Michael
Publisher: ETH
Citation:

Amrein, Michael. Monte Carlo simulation for estimating rare event probabilities and parameters in Markov process models. ETH (2011). http://dx.doi.org/10.3929/ethz-a-006383172

Documents: Abstract (97.40KB) , Fulltext (6.24MB)
Import to Mendeley

Detailed Information

Metadata Description
Title Monte Carlo simulation for estimating rare event probabilities and parameters in Markov process models
Author(s) Amrein, Michael
Publication Place Zürich
Publisher ETH
Publication Date 2011
Notes Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 19452, 2011
Language English
DOI http://dx.doi.org/10.3929/ethz-a-006383172
Subject(s) Mathematical Statistics
Keyword(s) RARE EVENTS
MARKOV PROCESSES
STOCHASTIC APPROXIMATION
Description File Name MIME Type Size
Abstract   eth-2498-01.pdf application/pdf 97.40KB
Fulltext   eth-2498-02.pdf application/pdf 6.24MB
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Views 333  abstracts
Downloads 464  downloads

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E-Collection record created: Sat, 26 Mar 2011, 05:26:37 CET