Bayesian Inference via Filtering for a Class of Counting Processes: Application to the Micromovement of Asset Price
| Year of publication: |
2005
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|---|---|
| Authors: | Zeng, Yong |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 8.2005, 3, p. 331-354
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| Publisher: |
Springer |
| Subject: | Bayesian statistics | counting process | estimation | filtering | Markov chain approximation | model selection | price clustering | price discreteness | ultra high frequency data |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184569