Search Results - "extreme value theory" :: UTM Library Massive Scholar Tracking

1

Testing the assumptions behind importance sampling. by Koopman, S, Shephard, N, Creal, D

Published 2009
“…In this paper we use extreme value theory to empirically assess the appropriateness of this assumption. …”

Journal article
2

Testing the assumptions behind importance sampling. by Koopman, S, Shephard, N, Creal, D

Published 2007
“…In this paper we use extreme value theory to empirically assess the appropriateness of this assumption. …”

Working paper