Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (II): Model Selection (Q4636366)
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scientific article; zbMATH DE number 6861794
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| English | Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (II): Model Selection |
scientific article; zbMATH DE number 6861794 |
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Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (II): Model Selection (English)
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19 April 2018
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Bayes factor
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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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model selection
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nonlinear filtering
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partially observed model
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posterior model probability
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ultrahigh frequency data
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0.9851007
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0.9092707
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0.8744403
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0.86868834
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0.86267394
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0.85910594
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0.85329723
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0.8532647
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0.85255206
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