Malliavin-based multilevel Monte Carlo estimators for densities of max-stable processes (Q1722508)
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scientific article
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| English | Malliavin-based multilevel Monte Carlo estimators for densities of max-stable processes |
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Malliavin-based multilevel Monte Carlo estimators for densities of max-stable processes (English)
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18 February 2019
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max-stable process
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density estimation
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Malliavin calculus
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unbiased Monte Carlo estimators
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multivariate densities
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Gaussian processes
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0.8937449
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0.8902123
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0.88972706
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0.88585955
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0.8844358
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0.88250875
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0.8810463
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