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master_thesis
master_thesis PublicSimulation experiments on two-sample hypothesis testing using different concepts derived from the Wasserstein distance
R
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coint_CLT
coint_CLT PublicCode for simulation experiments in paper on the asymptotics of cointegration estimators of misspecified rank.
Python
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unif_inf_var
unif_inf_var PublicAlgorithms for uniform inference with cointegrated VAR(1) processes.
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diffrax
diffrax PublicForked from patrick-kidger/diffrax
Numerical differential equation solvers in JAX. Autodifferentiable and GPU-capable. https://docs.kidger.site/diffrax/
Python
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sigkerax
sigkerax PublicForked from crispitagorico/sigkerax
GPU-amenable PDE solver for signature kernels in JAX
Python
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