Pages that link to "Item:Q4636366"
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The following pages link to Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (II): Model Selection (Q4636366):
Displaying 5 items.
- Bayes estimation via filtering equation through implicit recursive algorithms for financial ultra-high frequency data (Q896586) (← links)
- Filtered likelihood for point processes (Q1745614) (← links)
- Filtering on a partially observed ultra-high-frequency data model (Q2501130) (← 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)