A Gaussian calculus for inference from high frequency data (Q470517): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / author | |||
| Property / author: Per Aslak Mykland / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G70 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H30 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62J10 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M09 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6368836 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
asynchronous observation | |||
| Property / zbMATH Keywords: asynchronous observation / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
consistency | |||
| Property / zbMATH Keywords: consistency / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
cumulants | |||
| Property / zbMATH Keywords: cumulants / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
contiguity | |||
| Property / zbMATH Keywords: contiguity / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
continuity | |||
| Property / zbMATH Keywords: continuity / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
discrete observation | |||
| Property / zbMATH Keywords: discrete observation / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
efficiency | |||
| Property / zbMATH Keywords: efficiency / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
high frequency data | |||
| Property / zbMATH Keywords: high frequency data / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Itō process | |||
| Property / zbMATH Keywords: Itō process / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
likelihood inference | |||
| Property / zbMATH Keywords: likelihood inference / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
realized volatility | |||
| Property / zbMATH Keywords: realized volatility / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
stable convergence | |||
| Property / zbMATH Keywords: stable convergence / rank | |||
Normal rank | |||
Revision as of 16:30, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Gaussian calculus for inference from high frequency data |
scientific article |
Statements
A Gaussian calculus for inference from high frequency data (English)
0 references
12 November 2014
0 references
asynchronous observation
0 references
consistency
0 references
cumulants
0 references
contiguity
0 references
continuity
0 references
discrete observation
0 references
efficiency
0 references
high frequency data
0 references
Itō process
0 references
likelihood inference
0 references
realized volatility
0 references
stable convergence
0 references
