Estimates for the SVD of the truncated Fourier transform on L2(cosh(b.)) and stable analytic continuation
Year of publication: |
[2019] ; This version: May 16, 2019
|
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Authors: | Gautier, Eric ; Gaillac, Christophe |
Publisher: |
[Toulouse] : Toulouse School of Economics |
Subject: | Analytic continuation | Nonbandlimited functions | Heavy tails | Uniform estimates | Extrapolation | Singular value decomposition | Truncated Fourier transform | Singular Sturm Liouville Equations | Superresolution | Schätztheorie | Estimation theory | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
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