Sample selection procedure in daily trading volume processes

DOI10.1002/MMA.5705zbMath1448.62126OpenAlexW2955383131WikidataQ127621397 ScholiaQ127621397MaRDI QIDQ5120872

Jesús E. García, V. A. González-López, Mariela Fernández, Ramin Gholizadeh

Publication date: 16 September 2020

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.5705

zbMATH Keywords

Markov processesBayesian information criterionsample selection procedureproximity between processes

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05) Statistical ranking and selection procedures (62F07) Statistical aspects of information-theoretic topics (62B10)

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