Error bounds for numerical inversion of a probability characteristic function

SIAM Journal on Numerical Analysis

Volumn 35, Issue 4, 1998, Pages 1368-1392

  Hughett, Paul ^a  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Characteristic function; Fast Fourier transform; Fourier series; Hurwitz zeta function; Mean square convergence; Minimax convergence; Numerical inversion; Probability density; Probability distribution; Trigonometric approximation

Indexed keywords

EID: 0042113359     PISSN: 00361429     EISSN: None     Source Type: Journal    
DOI: 10.1137/S003614299631085X     Document Type: Article

References (10)

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