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Télécharger le livre : High-Frequency Statistics with Asynchronous and Irregular Data
Ole Martin
High-Frequency Statistics with Asynchronous and Irregular Data
Ole Martin extends well-established techniques for the analysis of high-frequency data based on regular observations to the more general setting of asynchronous and irregular observations. Such methods are much needed in practice as real data usually comes in irregular...
Editeur : Springer Spektrum
Parution : 2019-11-05
Collection : Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics
Format(s) : PDF
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