GMM inference procedures based on the square of the modulus of the model characteristic function are developed using sample moments selected using estimating function theory and bypassing the use of ...
Abstract: We investigate the application of the likelihood ratio method (LRM) for sensitivity estimation when the relevant density for the underlying model is known only through its characteristic ...
This repository is the official implementation of the paper entitled "PCF-GAN: generating sequential data via the characteristic function of measures on the path space". The characteristic function on ...
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