Auflistung nach Autor "Oettershagen, Jens"
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Dimension-adaptive sparse grid quadrature for integrals with boundary singularities
Griebel, Michael; Oettershagen, Jens (2013)Classical Gaussian quadrature rules achieve exponential convergence for univariate functions that are infinitly smooth and where all derivatives are uniformly bounded. The aim of this paper is to construct generalized ... -
Maximum approximated likelihood estimation
Griebel, Michael; Heiss, Florian; Oettershagen, Jens; Weiser, Constantin (2019-08)Empirical economic research frequently applies maximum likelihood estimation in cases where the likelihood function is analytically intractable. Most of the theoretical literature focuses on maximum simulated likelihood ... -
On tensor product approximation of analytic functions
Griebel, Michael; Oettershagen, Jens (2015)We prove sharp, two-sided bounds on sums of the form ∑<em><sub>k∈ℕ<sup>d</sup><sub>0</sub></em><sub>\<em>𝒟<sub>a</sub></em>(<em>T</em>)</sub></sub> exp(− ∑<em><sup>d</sup><sub>j</em><sub>=1</sub></sub> ... -
Sparse tensor product approximation for a class of generalized method of moments estimators
Gilch, Alexandros; Griebel, Michael; Oettershagen, Jens (2020-12)Generalized Method of Moments (GMM) estimators in their various forms, including the popular Maximum Likelihood (ML) estimator, are frequently applied for the evaluation of complex econometric models with not analytically ...