Separating information maximum likelihood method for high-frequency financial data
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Publication:721137
DOI10.1007/978-4-431-55930-6zbMath1416.91004OpenAlexW2808689672MaRDI QIDQ721137
Daisuke Kurisu, Seisho Sato, Naoto Kunitomo
Publication date: 18 July 2018
Published in: SpringerBriefs in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-4-431-55930-6
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Generalizations of martingales (60G48)
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