We consider the estimation of nonlinear models with mismeasured explanatory variables, when information on the marginal distribution of the true values of these variables is available. We derive a semi-parametric MLE that is shown to be consistent and asymptotically normally distributed. In a...

Abstract We investigate the potential Bayesianity of maximum likelihood estimators (MLE), under absolute value error loss, for estimating the location parameter θ of symmetric and unimodal density functions in the presence of (i) a lower (or upper) bounded constraint, and (ii) an interval...

Spot option prices, forwards and options on forwards relevant for the commodity markets are computed when the underlying process S is modelled as an exponential of a process xi with memory as, e.g., a Volterra equation driven by a Levy process. Moreover, the interest rate and a risk premium rho...

An interaction system has a finite set of agents that interact pairwise, depending on the current state of the system. Symmetric decomposition of the matrix of interaction coefficients yields the representation of states by self-adjoint matrices and hence a spectral representation. As a result,...

Learning algorithms based on the Fourier transform attempt to learn functions by approximating the largest coefficients of their Fourier representations. Nearly all previous work in Fourier-based learning has been in the theoretical realm, where properties of the transform have made it possible...

In this paper we use Fourier/Laplace transforms to evaluate numerically relevant probabilities in ruin theory as an application to insurance. ... We use an inversion formula based on the real part only, to get the original function.

Fitness landscapes can be decomposed into elementary landscapes using a Fourier transform that is determined by the structure of the underlying configuration space. The amplitude spectrum obtained from the Fourier transform contains information about the ruggedness of the landscape. It can be...