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  • Search: subject:"Fourier methods"
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Year of publication
Subject
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Fourier methods 2 Correlation 1 Econometrics 1 Estimation theory 1 Korrelation 1 Lévy process 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Regression analysis 1 Regressionsanalyse 1 Schätztheorie 1 Thresholding 1 asymptotic expansion 1 local volatility 1 minimax convergence rates 1 partial-integro differential equation 1 severely ill-posed inverse problem 1 Ökonometrie 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1 Undetermined 1
Author
All
Belomestny, Denis 1 Candia, Riga 1 Cybakov, Aleksandr B. 1 Pascucci, Andrea 1 Stefano, Pagliarani 1 Trabs, Mathias 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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MPRA Paper 1 Série des documents de travail 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Sparse covariance matrix estimation in high-dimensional deconvolution
Belomestny, Denis; Trabs, Mathias; Cybakov, Aleksandr B. - 2017
Persistent link: https://www.econbiz.de/10012198572
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Expansion formulae for local Lévy models
Stefano, Pagliarani; Pascucci, Andrea; Candia, Riga - Volkswirtschaftliche Fakultät, … - 2011
standard Fourier methods, such an expansion allows to obtain efficient and accurate pricing formulae. Numerical tests confirm …
Persistent link: https://www.econbiz.de/10009367966
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