Nonparametric Volatility Estimation on the Real Line from Low Frequency Data

Author(s):  
Markus Reiß
2016 ◽  
pp. 3973-3982
Author(s):  
V. R. Lakshmi Gorty

The fractional integrals of Bessel-type Fractional Integrals from left-sided and right-sided integrals of fractional order is established on finite and infinite interval of the real-line, half axis and real axis. The Bessel-type fractional derivatives are also established. The properties of Fractional derivatives and integrals are studied. The fractional derivatives of Bessel-type of fractional order on finite of the real-line are studied by graphical representation. Results are direct output of the computer algebra system coded from MATLAB R2011b.


2000 ◽  
Vol 26 (1) ◽  
pp. 237
Author(s):  
Duszyński
Keyword(s):  

1982 ◽  
Vol 8 (1) ◽  
pp. 67 ◽  
Author(s):  
Thomson
Keyword(s):  

2020 ◽  
Vol 27 (2) ◽  
pp. 265-269
Author(s):  
Alexander Kharazishvili

AbstractIt is shown that any function acting from the real line {\mathbb{R}} into itself can be expressed as a pointwise limit of finite sums of periodic functions. At the same time, the real analytic function {x\rightarrow\exp(x^{2})} cannot be represented as a uniform limit of finite sums of periodic functions and, simultaneously, this function is a locally uniform limit of finite sums of periodic functions. The latter fact needs the techniques of Hamel bases.


2021 ◽  
Vol 282 ◽  
pp. 116146
Author(s):  
Štefan Lyócsa ◽  
Neda Todorova ◽  
Tomáš Výrost

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