Stochastic derivative estimation for max-stable random fields
Erwan Koch, Christian Y. Robert
| Year of publication: |
2022
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|---|---|
| Authors: | Koch, Erwan ; Robert, Christian Yann |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 302.2022, 2 (16.10.), p. 575-588
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| Subject: | Robustness and sensitivity analysis | Infinitesimal perturbation analysis | Likelihood ratio method | Max-stable random fields | Risk assessment | Stochastischer Prozess | Stochastic process | Sensitivitätsanalyse | Sensitivity analysis | Schätztheorie | Estimation theory | Derivat | Derivative | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.12.026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013270124