Error bounds for cumulative distribution functions of convolutions via the discrete Fourier transform
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Publication:2218825
DOI10.1007/s11009-019-09739-zOpenAlexW2970917252WikidataQ127323292 ScholiaQ127323292MaRDI QIDQ2218825
Cason J. Wight, Richard L. Warr
Publication date: 18 January 2021
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-019-09739-z
Laplace transformsaddlepoint approximationcharacteristic functioninversionmoment generating functionsemi-Markov process
Convolution as an integral transform (44A35) Integral transforms in distribution spaces (46F12) Markov renewal processes, semi-Markov processes (60K15) Numerical methods for discrete and fast Fourier transforms (65T50)
Uses Software
Cites Work
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