A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH (Q5483505)
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scientific article; zbMATH DE number 5045433
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH |
scientific article; zbMATH DE number 5045433 |
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A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH (English)
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14 August 2006
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high-frequency data
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marked point processes
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jump-diffusions
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filtering
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