Transactions of the American Mathematical Society, Vol. 223 (Oct., 1976), pp. 103-131 (29 pages) This paper demonstrates a Remez exchange algorithm applicable to approximation of real-valued ...
The FD= and FDHESSIAN= options specify the use of finite difference approximations of the derivatives. The FD= option specifies that all derivatives are approximated using function evaluations, and ...
This paper provides a (saddlepoint) tail probability approximation for the distribution of an optimal unit root test. Under restrictive assumptions, Gaussianity, and ...