asymptotics
There are 11 repositories under asymptotics topic.
Bodigrim/tasty-bench-fit
Benchmark a given function for variable input sizes and find out its time complexity
RoughStochVol/small-time_asymptotics_fractional
Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.
bsaul/geex
Framework for estimating parameters and the empirical sandwich covariance matrix from a set of unbiased estimating equations (i.e. M-estimation) in R.
melmasri/traveltimeCLT
Estimating route conditional travel time and its uncertainty.
valentinsulzer/faster-lead-acid
Code for the papers "Faster Lead-Acid Battery Simulations from Porous Electrode Theory"
arjunssharma/Data-Structures-Algorithms
Random Data Structures & Algorithms code
OGCJN/Extremes-of-Shepp-statistics-for-Gaussian-random-walk
We derive asymptotic behavior of the probability of high-level excursion for the maximal increment of a Gaussian random walk.
OGCJN/Extremes-of-Shepp-statistics-for-the-Wiener-process
We derive asymptotic behavior of the probability of high-level excursion for the maximal increment of the Wiener process.
shuowencs/Crossover-Jackknife
Code for "Cross-Over Jackknife Bias Correction for Nonlinear/Nonstationary Panel" (with Victor Chernozhukov and Ivan Fernandez-Val)
uwa-math3022/uwa-math3022.github.io
MATH3022 Scientific and Industrial Modelling at UWA