A CLT for infinitely stratified estimators, with applications to debiased MLMC (Q4606424): Difference between revisions

@@ Property / author @@
+Peter W. Glynn
@@ Property / author: Peter W. Glynn / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1051/proc/201759104
+Normal rank
@@ Property / OpenAlex ID @@
+W2767988190
@@ Property / OpenAlex ID: W2767988190 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic simulation: Algorithms and analysis
@@ Property / cites work: Stochastic simulation: Algorithms and analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q5842591
@@ Property / cites work: Q5842591 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3662646
@@ Property / cites work: Q3662646 / rank @@
+Normal rank
@@ Property / cites work @@
+A general method for debiasing a Monte Carlo estimator
+Normal rank
@@ Property / cites work @@
+Unbiased Estimation with Square Root Convergence for SDE Models
+Normal rank
@@ Property / cites work @@
+Approximation Theorems of Mathematical Statistics
@@ Property / cites work: Approximation Theorems of Mathematical Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Unbiased Estimators and Multilevel Monte Carlo
@@ Property / cites work: Unbiased Estimators and Multilevel Monte Carlo / rank @@
+Normal rank