A branching particle approximation to a filtering micromovement model of asset price
type: Item
instance of: scholarly article
title: A branching particle approximation to a filtering micromovement model of asset price
zbMATH Open document ID: 1247.91192
author: Yong Zeng
author: Jie Xiong
published in: Statistical Inference for Stochastic Processes
publication date: 2012-09-28T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91B25
zbMATH DE Number: 6088195
zbMATH Keywords: particle filters
zbMATH Keywords: Monte Carlo approximation
zbMATH Keywords: filtering
zbMATH Keywords: counting process
zbMATH Keywords: stochastic partial differential equation
zbMATH Keywords: ultra-high frequency data
MaRDI profile type: Publication
full work available at URL: s11203-011-9053-3
OpenAlex ID: W2032798566
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DOI: 10.1007/S11203-011-9053-3
description: scientific article; zbMATH DE number 6088195