On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method (Q1183687)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method |
scientific article |
Statements
On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method (English)
0 references
28 June 1992
0 references
sensitivity analysis
0 references
perturbation analysis
0 references
rare perturbation analysis
0 references
likelihood ratio method
0 references
simulation results
0 references
