Sample selection procedure in daily trading volume processes

DOI10.1002/MMA.5705MaRDI QIDQ5120872zbMATH OpenOpenAlexWikidataFDO

Authors Mariela Fernández, Jesús E. García, Ramin Gholizadeh, Verónica A. González-López

Publication date 16 September 2020

Published in Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mma.5705

zbMATH Keywords

Bayesian information criterionMarkov processesproximity between processessample selection procedure

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Statistical ranking and selection procedures (62F07) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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