asymptotics

There are 0 repository under asymptotics topic.

Bodigrim / tasty-bench-fit
Benchmark a given function for variable input sizes and find out its time complexity
algorithm-complexity complexity-analysis haskell nonlinear-regression performance-analysis performance-measurement performance-testing algorithm-analysis asymptotics benchmark-framework regression time-complexity time-complexity-analysis
Language:Haskell 24
$small-time_asymptotics_fractional$ RoughStochVol / small-time_asymptotics_fractional
Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.
rough-volatility quantitative-finance option-pricing asymptotics
Language:Python 11
bsaul / geex
Framework for estimating parameters and the empirical sandwich covariance matrix from a set of unbiased estimating equations (i.e. M-estimation) in R.
estimating-equations sandwich covariance-estimates m-estimation robust covariance-estimation asymptotics estimate-parameters estimation inference r
Language:R 8
melmasri / traveltimeCLT
Estimating route conditional travel time and its uncertainty.
arrival-times asymptotics dynamical-systems routing statistical-inference statistical-learning statistics transportation transportation-network uncertainty-quantification
Language:R 2
valentinsulzer / faster-lead-acid
Code for the papers "Faster Lead-Acid Battery Simulations from Porous Electrode Theory"
battery modelling python asymptotics
Language:Python 1
arjunssharma / Data-Structures-Algorithms
Random Data Structures & Algorithms code
java algorithms datastructures asymptotics timecomplexity
Language:Java 0
OGCJN / Extremes-of-Shepp-statistics-for-Gaussian-random-walk
We derive asymptotic behavior of the probability of high-level excursion for the maximal increment of a Gaussian random walk.
asymptotics deviations extreme extremes gaussian gaussian-random-walk high-level-excursions increments large large-deviations random shepp shepp-statistics statistics theory value walk
0
OGCJN / Extremes-of-Shepp-statistics-for-the-Wiener-process
We derive asymptotic behavior of the probability of high-level excursion for the maximal increment of the Wiener process.
shepp-statistics wiener-process increments high-level-excursions extremes large-deviations asymptotics shepp statistics wiener process extreme value theory large deviations
0
shuowencs / Crossover-Jackknife
Code for "Cross-Over Jackknife Bias Correction for Nonlinear/Nonstationary Panel" (with Victor Chernozhukov and Ivan Fernandez-Val)
asymptotics econometrics panel-data
Language:R 0
uwa-math3022 / uwa-math3022.github.io
MATH3022 Scientific and Industrial Modelling at UWA
pde continuum-mechanics heat-equation wave-equation applied-mathematics uwa asymptotics traffic
Language:HTML 0
PurushottamParakh / puruparakh.github.io
asymptotics python data
Language:HTML