On the discretisation error in the computation of the empirical characteristic function

DOI10.1080/00949659508811701zbMath0881.65147OpenAlexW1991626889MaRDI QIDQ4352556

Dinh Tuan Pham

Publication date: 11 December 1997

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659508811701

zbMATH Keywords

fast Fourier transformempirical characteristic functionkernel density estimationbinningdiscretisation errorpre-smoothing

Mathematics Subject Classification ID

Density estimation (62G07) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Differences and derivatives in kernel estimation
• Algorithm AS 176: Kernel Density Estimation Using the Fast Fourier Transform

This page was built for publication: On the discretisation error in the computation of the empirical characteristic function