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Exact simulation of Brown-Resnick random fields at a finite number of locations
Ton Dieker,
Thomas Valentin Mikosch
Department of Mathematical Sciences
55
Citations (Scopus)
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Dive into the research topics of 'Exact simulation of Brown-Resnick random fields at a finite number of locations'. Together they form a unique fingerprint.
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Mathematics
Exact Simulation
96%
Change of Measure
88%
Exact Method
79%
Simulation Methods
77%
Random Field
67%
Business & Economics
Random Field
100%
Change of Measure
92%
Simulation Methods
78%
Simulation
44%