Zero-variance importance sampling estimators for Markov process expectations
Hernan P. Awad; Peter W. Glynn; Reuven Y. Rubinstein
| Year of publication: |
2013
|
|---|---|
| Authors: | Awad, Hernan P. ; Glynn, Peter W. ; Rubinstein, Reuven Y. |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 38.2013, 2, p. 358-388
|
| Subject: | importance sampling | Markov process | simulation | Markov-Kette | Markov chain | Stichprobenerhebung | Sampling | Simulation | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009751518