The Asymptotic Efficiency of Simulation Estimators (Q4017080)

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The Asymptotic Efficiency of Simulation Estimators
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    The Asymptotic Efficiency of Simulation Estimators (English)
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    16 January 1993
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    Monte Carlo efficiency
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    jointly distributed stochastic processes
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    computational budget
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    overall expected cost
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    large sample context
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    limit theorem
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    sampling variance
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    efficiency of simulation estimators
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