Orthogonal gamma-based expansion for the CIR's first passage time distribution.

Elvira Di Nardo Giuseppe D'Onofrio Tommaso Martini

Published in: CoRR (2024)

Keyphrases

information retrieval
spatial distribution
computer vision
gaussian distribution
database
data sets
databases
real world
knowledge base
decision trees
image sequences
probability distribution
power law
heavy tailed
log normal