Jeffrey F. Collamore

Publication Activity (10 Years)

Years Active: 2007-2021
Publications (10 Years): 1

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Importance Sampling

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Publications

Anand N. Vidyashankar, Jeffrey F. Collamore
Rare Event Analysis for Minimum Hellinger Distance Estimators via Large Deviation Theory. Entropy 23 (4) (2021)
Jeffrey F. Collamore, Anand N. Vidyashankar, Jie Xu
Rare event simulation for stochastic fixed point equations related to the smoothing transformation. WSC (2013)
Jeffrey F. Collamore, Andrea Höing
Small-time ruin for a financial process modulated by a Harris recurrent Markov chain. Finance Stochastics 11 (3) (2007)