Improved FFT approximations of probability functions based on modified quadrature rules
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Publication:5402016
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- scientific article; zbMATH DE number 4013233
Cited in
(5)- Simulation methods and error analysis for trawl processes and ambit fields
- Fourier transformation can improve quadrature efficiency of Laplace distribution
- Computing the exact distribution of the Bartlett's test statistic by numerical inversion of its characteristic function
- An improved FFT-based version of Ramaswami's formula
- A new method for fast computation of cumulative distribution functions by fractional FFT
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