PCEPTG-MM-NUFFT.zip (12.82 MB)

Malliavin-Mancino estimators implemented with the non-uniform fast Fourier transform: Julia Code

software

posted on 2020-08-25, 18:05 authored by Patrick ChangPatrick Chang, Tim GebbieTim Gebbie, Etienne PienaarEtienne Pienaar

Julia Code to aid reproducibility for the paper: Malliavin-Mancino estimators implemented with the non-uniform fast Fourier transform.

DOI for the Dataset: 10.25375/uct.11903442

Funding

South African Statistical Association

History

References

https://github.com/CHNPAT005/PCEPTG-MM-NUFFT

Department/Unit

University of Cape Town

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Faculty of Science

Categories

Computational complexity and computability

Keywords

Malliavin-Mancino estimator Non-uniform fast Fourier transform Analysis of Algorithms and Complexity

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Exports