Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale (Q1754515)
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scientific article; zbMATH DE number 6877076
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale |
scientific article; zbMATH DE number 6877076 |
Statements
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale (English)
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31 May 2018
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high-frequency data
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activity index
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efficient method of moments
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semimartingale
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specification test
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spot variance
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stochastic volatility
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