Probability density estimation in stochastic environmental models using reverse representations-Reference-Cited by-同舟云学术

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Probability density estimation in stochastic environmental models using reverse representations

Published:2005-11-20 Issue:1-2 Volume:20 Page:126-139
ISSN:1436-3240
Container-title:Stochastic Environmental Research and Risk Assessment
language:en
Short-container-title:Stoch Environ Res Ris Assess

Author:

Berg E. van den.,Heemink A. W.,Lin H. X.,Schoenmakers J. G. M.

Publisher

Springer Science and Business Media LLC

Subject

General Environmental Science,Safety, Risk, Reliability and Quality,Water Science and Technology,Environmental Chemistry,Environmental Engineering

Link

http://link.springer.com/content/pdf/10.1007/s00477-005-0022-5.pdf

Reference17 articles.

1. Bally V, Talay D (1996a) The law of the Eulerscheme for stochastic differential equations I: convergence rate of the density. Monte Carlo Methods Appl 2:93–128

2. Bally V,Talay D (1996b) The law of the Euler scheme for stochastic differential equations I: convergence rate of the distribution function. Probab Theory Relat Fields 104:43–60

3. Devroye L, Györfi L (1985) Nonparametric density estimation: the L1. View Wiley

4. Devroye L (1986) Non-uniform random number generation. Springer, Berlin Heidelberg New York

5. Greengrad L, Strain J (1991) The fast Gauss transform. SIAM J sic stat Comp 12:79–94

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