High-Frequency Statistics with Asynchronous and Irregular Data

High-Frequency Statistics with Asynchronous and Irregular Data by Ole Martin.

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 form. In the theoretical part...

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Bibliographic Details
Main Author: Martin, Ole (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Spektrum, 2019.
Edition:1st ed. 2019.
Series:Mathematische Optimierung und Wirtschaftsmathematik
Springer eBook Collection.
Subjects:
Probabilities.
Statistics .
Economics, Mathematical .
Electronic resources (E-books)
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Call Number: E-Book
Status: Available

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