Estimation and filtering by reversible jump MCMC for a doubly stochastic Poisson model for ultra-high-frequency financial data
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Publication:4970705
DOI10.1191/1471082X06st112oaMaRDI QIDQ4970705
Silvia Centanni, Marco Minozzo
Publication date: 7 October 2020
Published in: Statistical Modelling (Search for Journal in Brave)
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