Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation (Q4636365)
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scientific article; zbMATH DE number 6861793
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation |
scientific article; zbMATH DE number 6861793 |
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Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation (English)
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19 April 2018
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Bayes estimation
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marked point process
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market microstructure noise
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Markov chain approximation method
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nonlinear filtering
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partially observed model
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ultrahigh frequency data
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