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  • Search: subject:"Generalized functions"
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Year of publication
Subject
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Generalized functions 2 generalized functions 2 Algebra of generalized functions 1 Algebras of generalized functions 1 Analytic continuation 1 Asymmetric hopping rate 1 Breeden-Litzenberger formula 1 CO2 1 Coarse grained approach 1 Conserving volume models 1 Convex payoffs 1 Distance correlation 1 Distributions (generalized functions) 1 FM-LAD estimator 1 FM-M estimator 1 Gaussian AR(1) 1 Gaussian AR(1) model Generalized functions 1 Generalized Functions 1 Measures of dependence 1 Meromorphic function 1 Mittag-Leffler generalized functions 1 Option pricing 1 Riemann–Liouville fractional integrals 1 Singular integral 1 Skellam distribution 1 Symmetric hopping rate 1 Test space 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
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Online availability
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Free 8 Undetermined 4
Type of publication
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Book / Working Paper 7 Article 5
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 7 English 5
Author
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Dévoué, Victor 2 Marti, Jean-André 2 ZINDE-WALSH, Victoria 2 Allaud, Emmanuel 1 Buceta, R.C. 1 Dueck, Johannes 1 Edelmann, Dominic 1 Forchini, G. 1 Forchini, Giovanni 1 Hansmann, D. 1 Hasler, Maximilian 1 Hasler, Richard Maximilian 1 Marinelli, Carlo 1 Orsingher, Enzo 1 Phillips, Peter C.B. 1 Polito, Federico 1 Richards, Donald 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 Statistics & Probability Letters 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 Physica A: Statistical Mechanics and its Applications 1
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Source
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RePEc 11 ECONIS (ZBW) 1
Showing 1 - 10 of 12
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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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A generalization of an integral arising in the theory of distance correlation
Dueck, Johannes; Edelmann, Dominic; Richards, Donald - In: Statistics & Probability Letters 97 (2015) C, pp. 116-119
We generalize an integral which arises in several areas in probability and statistics and which is at the core of the field of distance correlation, a concept developed by Székely et al. (2007) to measure dependence between random variables.
Persistent link: https://www.econbiz.de/10011189316
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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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Coarse grained approach for volume conserving models
Hansmann, D.; Buceta, R.C. - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 14, pp. 3018-3027
Volume conserving surface (VCS) models without deposition and evaporation, as well as ideal molecular-beam epitaxy models, are prototypes to study the symmetries of conserved dynamics. In this work we study two similar VCS models with conserved noise, which differ from each other by the axial...
Persistent link: https://www.econbiz.de/10010872615
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On the integral of fractional Poisson processes
Orsingher, Enzo; Polito, Federico - In: Statistics & Probability Letters 83 (2013) 4, pp. 1006-1017
In this paper, we consider the Riemann–Liouville fractional integral Nα,ν(t)=1Γ(α)∫0t(t−s)α−1Nν(s)ds, where Nν(t), t≥0, is a fractional Poisson process of order ν∈(0,1], and α0. We give the explicit bivariate distribution Pr{Nν(s)=k,Nν(t)=r}, for t≥s, r≥k, the mean...
Persistent link: https://www.econbiz.de/10011039784
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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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