Bayesian inference via filtering for a class of counting processes: Application to the micromovement of asset price (Q2492810)
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scientific article; zbMATH DE number 5032546
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| English | Bayesian inference via filtering for a class of counting processes: Application to the micromovement of asset price |
scientific article; zbMATH DE number 5032546 |
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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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0.8856754899024963
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0.8818889260292053
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0.8688733577728271
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0.8661873936653137
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