Regenerative-Simulation-Based Estimators of Risk Measures for Hitting Times to Rarely Visited Sets | Zendy

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Regenerative-Simulation-Based Estimators of Risk Measures for Hitting Times to Rarely Visited Sets

Author(s) -

Peter W. Glynn,

Marvin K. Nakayama,

Bruno Tuffin

Publication year - 2021

Publication title -

hal (le centre pour la communication scientifique directe)

Language(s) - English

Resource type - Conference proceedings

Subject(s) - estimator , computer science , statistics , mathematics

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