Estimation de quantiles extrêmes et probabilités d'évènements rares d'un processus stochastique
Author(s) -
Gilles Durrieu,
Ion Grama,
Quang-Khoai Pham,
Tricot Jean-Marie
Publication year - 2013
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - French
Resource type - Conference proceedings
Subject(s) - quantile , computer science , mathematics , econometrics
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