saddlepoint approximations
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scholarly journals Saddlepoint approximations for spatial panel data models

2021 ◽  
pp. 1-28
Author(s):  
Chaonan Jiang ◽  
Davide La Vecchia ◽  
Elvezio Ronchetti ◽  
Olivier Scaillet
Keyword(s):  
Panel Data ◽  
Data Models ◽  
Panel Data Models ◽  
Saddlepoint Approximations ◽  
Spatial Panel ◽  
Spatial Panel Data Models ◽  
Spatial Panel Data

scholarly journals Saddlepoint Approximations of Cumulative Distribution Functions of Sums of Random Vectors

2021 ◽  
Author(s):  
Dadja Anade ◽  
Jean-Marie Gorce ◽  
Philippe Mary ◽  
Samir M. Perlaza
Keyword(s):  
Distribution Functions ◽  
Cumulative Distribution ◽  
Random Vectors ◽  
Saddlepoint Approximations ◽  
Cumulative Distribution Functions

Modified Branching Process and Saddlepoint Approximations

2021 ◽  
Vol 42 (2) ◽  
pp. 404-407
Author(s):  
Alya Al Mutairi
Keyword(s):  
Branching Process ◽  
Saddlepoint Approximations

scholarly journals Saddlepoint Approximations for Short-Packet Wireless Communications

2020 ◽  
Vol 19 (7) ◽  
pp. 4831-4846 ◽  
Author(s):  
Alejandro Lancho ◽  
Johan Ostman ◽  
Giuseppe Durisi ◽  
Tobias Koch ◽  
Gonzalo Vazquez-Vilar
Keyword(s):  
Wireless Communications ◽  
Saddlepoint Approximations ◽  
Short Packet

Saddlepoint approximations to tail expectations under non-Gaussian base distributions: option pricing applications

2019 ◽  
Vol 47 (11) ◽  
pp. 1936-1956 ◽  
Author(s):  
Yuantao Zhang ◽  
Yue Kuen Kwok
Keyword(s):  
Option Pricing ◽  
Saddlepoint Approximations ◽  
Non Gaussian

Saddlepoint approximations for short and long memory time series: A frequency domain approach

2019 ◽  
Vol 213 (2) ◽  
pp. 578-592 ◽  
Author(s):  
Davide La Vecchia ◽  
Elvezio Ronchetti
Keyword(s):  
Time Series ◽  
Frequency Domain ◽  
Long Memory ◽  
Saddlepoint Approximations ◽  
Memory Time ◽  
Frequency Domain Approach

scholarly journals Saddlepoint Approximations for Noncoherent Single-Antenna Rayleigh Block-Fading Channels

2019 ◽  
Author(s):  
Alejandro Lancho ◽  
Johan Ostman ◽  
Giuseppe Durisi ◽  
Tobias Koch ◽  
Gonzalo Vazquez-Vilar
Keyword(s):  
Fading Channels ◽  
Saddlepoint Approximations ◽  
Single Antenna ◽  
Block Fading Channels

Calibrated bootstrap and saddlepoint approximations of finite population L-statistics

2019 ◽  
Vol 59 (3) ◽  
pp. 305-316
Author(s):  
Andrius Čiginas ◽  
Dalius Pumputis
Keyword(s):  
Finite Population ◽  
Saddlepoint Approximations
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