Optimal sampling frequency for high frequency data using a finite mixture model (Q397209)
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scientific article; zbMATH DE number 6328373
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| English | Optimal sampling frequency for high frequency data using a finite mixture model |
scientific article; zbMATH DE number 6328373 |
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Optimal sampling frequency for high frequency data using a finite mixture model (English)
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11 August 2014
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optimal sampling frequency
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mixture model
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time series
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modified likelihood test
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volatility
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AICc
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0.6941419839859009
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0.6822502017021179
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0.67524254322052
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0.6700250506401062
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0.6623483300209045
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