Bayes estimation via filtering equation through implicit recursive algorithms for financial ultra-high frequency data (Q896586)
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scientific article; zbMATH DE number 6518707
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayes estimation via filtering equation through implicit recursive algorithms for financial ultra-high frequency data |
scientific article; zbMATH DE number 6518707 |
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Bayes estimation via filtering equation through implicit recursive algorithms for financial ultra-high frequency data (English)
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10 December 2015
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Bayes estimation
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implicit methods
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marked point process
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market microstructure noise
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Markov chain approximation method
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nonlinear filtering
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partially observed model
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ultra-high frequency data
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0.91713744
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0.9092707
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0.87109107
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0.8643417
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0.8600143
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0.85922706
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0.85691893
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