Bayesian inference via filtering for a class of counting processes: Application to the micromovement of asset price (Q2492810)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference via filtering for a class of counting processes: Application to the micromovement of asset price |
scientific article |
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Bayesian inference via filtering for a class of counting processes: Application to the micromovement of asset price (English)
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14 June 2006
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Bayesian statistics
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counting process
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estimation
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filtering
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Markov chain approximation
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model selection
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price clustering
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price discreteness
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ultra high frequency data
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