Approximating the first passage time density from data using generalized Laguerre polynomials (Q2684064)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating the first passage time density from data using generalized Laguerre polynomials |
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Approximating the first passage time density from data using generalized Laguerre polynomials (English)
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16 February 2023
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stochastic process
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cumulant
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geometric Brownian motion
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\(\kappa\)-statistic
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recursive algorithm
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