用Hermite多项式计算Cornish Fisher展开矩:注

Mathematics eJournal Pub Date : 2018-05-30 DOI:10.2139/ssrn.3187286

Didier Maillard

{"title":"用Hermite多项式计算Cornish Fisher展开矩:注","authors":"Didier Maillard","doi":"10.2139/ssrn.3187286","DOIUrl":null,"url":null,"abstract":"The computation of the moments of the Cornish Fisher expansion, which is an important prerequisite for a proper use, is a rather cumbersome and tedious task. This short paper explores if a detour through the Hermite polynomials is helpful for that computation. The answer is a qualified yes.","PeriodicalId":260073,"journal":{"name":"Mathematics eJournal","volume":"113 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2018-05-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Computing the Cornish Fisher Expansion Moments Using Hermite Polynomials: A Note\",\"authors\":\"Didier Maillard\",\"doi\":\"10.2139/ssrn.3187286\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The computation of the moments of the Cornish Fisher expansion, which is an important prerequisite for a proper use, is a rather cumbersome and tedious task. This short paper explores if a detour through the Hermite polynomials is helpful for that computation. The answer is a qualified yes.\",\"PeriodicalId\":260073,\"journal\":{\"name\":\"Mathematics eJournal\",\"volume\":\"113 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2018-05-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Mathematics eJournal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.3187286\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mathematics eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3187286","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}

引用次数: 0

摘要

Cornish Fisher展开矩的计算是一项相当繁琐和繁琐的工作，它是正确使用的重要前提。这篇短文探讨了通过埃尔米特多项式的迂回是否有助于这种计算。答案是有条件的肯定。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Computing the Cornish Fisher Expansion Moments Using Hermite Polynomials: A Note

The computation of the moments of the Cornish Fisher expansion, which is an important prerequisite for a proper use, is a rather cumbersome and tedious task. This short paper explores if a detour through the Hermite polynomials is helpful for that computation. The answer is a qualified yes.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Mathematics eJournal

自引率

0.00%

发文量