Efficient simulation for dependent rare events with applications to extremes

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  • Lars Nørvang Andersen
  • Patrick Laub
  • Leonardo Rojas-Nandayapa, School of Mathematics and Physics, University of Queensland, University of Liverpool, Liverpool, United Kingdom., United Kingdom
Original languageEnglish
JournalMethodology and Computing in Applied Probability
Volume20
Issue number1
Pages (from-to)385-409
ISSN1387-5841
DOIs
StatePublished - 2018

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