184 citations · 185 across the 2 of their papers we have counts for
2 papers
physics.comp-ph2020★ 184 cited
Adaptive Multidimensional Integration: VEGAS Enhanced
G. Peter Lepage
We describe a new algorithm, VEGAS+, for adaptive multidimensional Monte Carlo integration. The new algorithm adds a second adaptive strategy, adaptive stratified sampling, to the…
math.ST2012★ 1 cited
Maximum Likelihood Estimation for Conditionally Heteroscedastic Models when the Innovation Process is in the Domain of Attraction of a Stable Law
Guillaume Lepage
We prove the strong consistency and the asymptotic normality of the maximum likelihood estimator of the parameters of a general conditionally heteroscedastic model with -stable…