Forward and reverse representations for Markov chains (Q2372464): Difference between revisions

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Property / DOI: 10.1016/j.spa.2006.12.002 / rank
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Property / author
 
Property / author: Grigori N. Milstein / rank
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Property / author: John G. M. Schoenmakers / rank
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Property / author: Vladimir Spokoiny / rank
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Property / author
 
Property / author: Grigori N. Milstein / rank
 
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Property / author: John G. M. Schoenmakers / rank
 
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Property / author: Vladimir Spokoiny / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / OpenAlex ID: W2159755347 / rank
 
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Latest revision as of 06:17, 18 December 2024

scientific article
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Forward and reverse representations for Markov chains
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    Forward and reverse representations for Markov chains (English)
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    27 July 2007
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    transition density estimation
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    forward and reverse Markov chains
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    Monte Carlo simulation
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    estimation of risk
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