output
20072011
most citedAdaptive Importance Sampling in General Mixture Classes

208 citations

researchers with a paper here
collaborating institutions
Showing 2008 · math.PRShow all

1 paper · 2 filters

math.PR2008★ 14 cited

Localisable moving average stable and multistable processes

Kenneth Falconer, Ronan Le Guével, Jacques Lévy-Véhel

We study a particular class of moving average processes which possess a property called localisability. This means that, at any given point, they admit a ``tangent process'', in a…