Pages that link to "Item:Q2492810"

The following pages link to Bayesian inference via filtering for a class of counting processes: Application to the micromovement of asset price (Q2492810):

Displaying 8 items.

• Filtering with marked point process observations via Poisson chaos expansion (Q360366) (← links)
• A branching particle approximation to a filtering micromovement model of asset price (Q453787) (← links)
• Bayes estimation via filtering equation through implicit recursive algorithms for financial ultra-high frequency data (Q896586) (← links)
• Bayes estimation via filtering for a simple micro-movement model of asset price with discrete noises (Q1000005) (← links)
• A micro-movement model with Bayes estimation via filtering: Application to measuring trading noises and costs (Q2581718) (← links)
• Risk Minimization for a Filtering Micromovement Model of Asset Price (Q3565104) (← links)
• Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation (Q4636365) (← links)
• BAYESIAN MODEL SELECTION VIA FILTERING FOR A CLASS OF MICRO-MOVEMENT MODELS OF ASSET PRICE (Q4675834) (← links)