Censored expectation maximization algorithm for mixtures: application to intertrade waiting times (Q2668259)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Censored expectation maximization algorithm for mixtures: application to intertrade waiting times |
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Censored expectation maximization algorithm for mixtures: application to intertrade waiting times (English)
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3 March 2022
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mixture distributions
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censored expectation maximization
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intertrade waiting times
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zero-inflated data
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information criteria
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model selection
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stochastic processes
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tick-by-tick data
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