Pages that link to "Item:Q4675834"
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The following pages link to BAYESIAN MODEL SELECTION VIA FILTERING FOR A CLASS OF MICRO-MOVEMENT MODELS OF ASSET PRICE (Q4675834):
Displayed 11 items.
- Stability of the filter with Poisson observations (Q500868) (← links)
- Convergence rates for residual branching particle filters (Q508964) (← links)
- Weak convergence for a type of conditional expectation: application to the inference for a class of asset price models (Q707219) (← links)
- Residual and stratified branching particle filters (Q1654240) (← links)
- Microstructure models with short-term inertia and stochastic volatility (Q1665369) (← links)
- Bayesian inference via filtering for a class of counting processes: Application to the micromovement of asset price (Q2492810) (← links)
- Risk Minimization for a Filtering Micromovement Model of Asset Price (Q3565104) (← links)
- Adaptive Meshfree Backward SDE Filter (Q4595780) (← links)
- EXPLICIT HESTON SOLUTIONS AND STOCHASTIC APPROXIMATION FOR PATH-DEPENDENT OPTION PRICING (Q4608114) (← links)
- Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation (Q4636365) (← links)
- Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (II): Model Selection (Q4636366) (← links)