All ebooks by Ole Martin in PDF
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All ebooks by Ole Martin in PDF


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Download this eBook High-Frequency Statistics with Asynchronous and Irregular Data
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High-Frequency Statistics with Asynchronous and Irregular Data

Ole Martin

Ole Martin extends well-established techniques for the analysis of high-frequency data based on regular observations to the more general setting of asynchronous and irregular observations. Such methods are much needed in practice as real data usually comes in irregular...

Publication date: 2019-11-05
Format: PDF
Publisher: Springer Spektrum
Collection: Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics
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