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- W3122487150 abstract "The look-ahead estimator is used to compute densities associated with Markov processes via simulation. We study a framework that extends the look-ahead estimator to a much broader range of applications. We provide a general asymptotic theory for the estimator, where both L1 consistency and L2 asymptotic normality are established." @default.
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- W3122487150 date "2011-10-01" @default.
- W3122487150 modified "2023-10-15" @default.
- W3122487150 title "Generalized Look-Ahead Methods for Computing Stationary Densities" @default.
- W3122487150 hasPublicationYear "2011" @default.
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