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  • Search: subject:"Generalized Functions"
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Year of publication
Subject
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generalized functions 2 Algebra of generalized functions 1 Algebras of generalized functions 1 Breeden-Litzenberger formula 1 CO2 1 Convex payoffs 1 Distributions (generalized functions) 1 FM-LAD estimator 1 FM-M estimator 1 Gaussian AR(1) 1 Generalized Functions 1 Option pricing 1 algebras of generalized functions 1 characteristic Cauchy problem 1 errors-in-variables model 1 generalized functions of random variables 1 kernel estimator 1 laws of large numbers and weak convergence for generalized functions 1 local and microlocal asymptotic analysis 1 non-Gaussian nonstationarity 1 nonlinear partial differential equations 1 pointvalue characterization 1 regular sequence 1 robust estimation 1 tempered generalized functions 1 transport equation with irregular coefficients and irregular data 1 wave equation 1
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Online availability
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Free 8
Type of publication
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Book / Working Paper 7 Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 5 Undetermined 3
Author
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Dévoué, Victor 2 Marti, Jean-André 2 ZINDE-WALSH, Victoria 2 Allaud, Emmanuel 1 Forchini, Giovanni 1 Hasler, Maximilian 1 Hasler, Richard Maximilian 1 Marinelli, Carlo 1 Phillips, Peter C.B. 1
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Institution
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Centre d'Études et de Recherche en Économie, Gestion, Modélisation et Informatique Appliquée (CEREGMIA), Université des Antilles et de la Guyane 3 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 2 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics and Related Studies, University of York 1
Published in...
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Documents de Travail 3 Cahiers de recherche 2 Annals of finance 1 Cowles Foundation Discussion Papers 1 Discussion Papers / Department of Economics and Related Studies, University of York 1
Source
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RePEc 7 ECONIS (ZBW) 1
Showing 1 - 8 of 8
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On certain representations of pricing functionals
Marinelli, Carlo - In: Annals of finance 20 (2024) 1, pp. 91-127
Persistent link: https://www.econbiz.de/10014566397
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Pointvalue characterizations in multi-parameter algebras
Hasler, Maximilian; Marti, Jean-André - Centre d'Études et de Recherche en Économie, Gestion, … - 2010
different definitions of subspaces related to tempered generalized functions. …We extend classical results from the Colombeau algebra, concerning point-value characterizations of generalized … functions, to the more general case of multi-parameter (C,E,P)–algebras. Our investigations include considerations about …
Persistent link: https://www.econbiz.de/10008763748
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Multidimensional asymptotic spectral analysis and applications
Dévoué, Victor; Hasler, Richard Maximilian; Marti, … - Centre d'Études et de Recherche en Économie, Gestion, … - 2010
,E,P)–algebras of generalized functions. We give new results on nonlinear properties of the asymptotic singular spectrum in the multi …
Persistent link: https://www.econbiz.de/10008763742
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Generalized solutions to a characteristic Cauchy problem
Allaud, Emmanuel; Dévoué, Victor - Centre d'Études et de Recherche en Économie, Gestion, … - 2010
generalized functions. We prove existence of a solution and we precise how it depends on the choice made. We also check that in …
Persistent link: https://www.econbiz.de/10008763746
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Errors-in-Variables Models : A Generalized Functions Approach
ZINDE-WALSH, Victoria - Centre Interuniversitaire de Recherche en Économie … - 2007
Generalized functions are a powerful tool for examining errors-in-variables models, since they extend consideration to … models. Here the problems addressed in (S) are revisited because various features of the generalized functions approach need … functions with fractional power growth) by relying on decomposition of generalized functions into ordinary and singular parts …
Persistent link: https://www.econbiz.de/10008617032
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Kernel Estimation when Density Does Not Exist
ZINDE-WALSH, Victoria - Centre Interuniversitaire de Recherche en Économie … - 2005
functions and generalized random processes approach according to which density and its derivatives can be defined as generalized … smoothness assumptions. In this paper the asymptotic process for the kernel estimator is examined by means of the generalized … functions. The limit process for the kernel estimator of density (whether density exists or not) is characterized in terms of a …
Persistent link: https://www.econbiz.de/10008671565
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Robust Nonstationary Regression
Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 1993
theory for partial sums of generalized functions of random variables. The limit distribution theory for FM-LAD and FM …
Persistent link: https://www.econbiz.de/10005634757
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The Density of the Sufficient Statistics for a Gaussian AR(1) Model in Terms of Generalized Functions
Forchini, Giovanni - Department of Economics and Related Studies, University …
This paper derives the exact joint distribution of the minimal sufficient statistics in the first-order AR(1) model with Gaussian errors and zero start-up value. The results are fundamental to an exact distribution theory for the statistics that are typically of interest in this model.
Persistent link: https://www.econbiz.de/10005328562
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