Approximating the first passage time density from data using generalized Laguerre polynomials (Q2684064)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Approximating the first passage time density from data using generalized Laguerre polynomials |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Approximating the first passage time density from data using generalized Laguerre polynomials |
scientific article |
Statements
Approximating the first passage time density from data using generalized Laguerre polynomials (English)
0 references
16 February 2023
0 references
stochastic process
0 references
cumulant
0 references
geometric Brownian motion
0 references
\(\kappa\)-statistic
0 references
recursive algorithm
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8097540140151978
0 references
0.7351966500282288
0 references
0.7351966500282288
0 references
0.7314817905426025
0 references
0.7170087695121765
0 references
