High-frequency statistics with asynchronous and irregular data
Auteur :
Martin, Ole
Éditeur :
Springer Fachmedien Wiesbaden
ISBN :
9783658284176
Date de publication :
14 nov. 2019
Dimensions :
21,0 x 14,8 cm
Langue :
Anglais
Pays d'origine :
Allemagne
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.