Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (II): Model Selection (Q4636366)
From MaRDI portal
scientific article; zbMATH DE number 6861794
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (II): Model Selection |
scientific article; zbMATH DE number 6861794 |
Statements
Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (II): Model Selection (English)
0 references
19 April 2018
0 references
Bayes factor
0 references
marked point process
0 references
market microstructure noise
0 references
Markov chain approximation method
0 references
model selection
0 references
nonlinear filtering
0 references
partially observed model
0 references
posterior model probability
0 references
ultrahigh frequency data
0 references
0 references
0 references
0 references
0 references
