Sensitivity Estimation Using Likelihood Ratio Method with Fixed-Sample-Path Principle

Koji Fukuda, Yasuyuki Kudo. Sensitivity Estimation Using Likelihood Ratio Method with Fixed-Sample-Path Principle. In Mohammad S. Obaidat, Tuncer I. Ören, Janusz Kacprzyk, Joaquim Filipe, editors, Simulation and Modeling Methodologies, Technologies and Applications - International Conference, SIMULTECH 2014 Vienna, Austria, August 28-30, 2014 Revised Selected Papers. Volume 402 of Advances in Intelligent Systems and Computing, pages 107-130, Springer, 2014. [doi]

@inproceedings{FukudaK14a,
  title = {Sensitivity Estimation Using Likelihood Ratio Method with Fixed-Sample-Path Principle},
  author = {Koji Fukuda and Yasuyuki Kudo},
  year = {2014},
  doi = {10.1007/978-3-319-26470-7_6},
  url = {https://doi.org/10.1007/978-3-319-26470-7_6},
  researchr = {https://researchr.org/publication/FukudaK14a},
  cites = {0},
  citedby = {0},
  pages = {107-130},
  booktitle = {Simulation and Modeling Methodologies, Technologies and Applications - International Conference, SIMULTECH 2014 Vienna, Austria, August 28-30, 2014 Revised Selected Papers},
  editor = {Mohammad S. Obaidat and Tuncer I. Ören and Janusz Kacprzyk and Joaquim Filipe},
  volume = {402},
  series = {Advances in Intelligent Systems and Computing},
  publisher = {Springer},
  isbn = {978-3-319-26469-1},
}