Estimation and filtering by reversible jump MCMC for a doubly stochastic Poisson model for ultra-high-frequency financial data.
| Autor: | Centanni, S.1, Minozzo, M.1 minozzo@stat.unipg.it |
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| Zdroj: | Statistical Modelling: An International Journal. 2006, Vol. 6 Issue 2, p97-118. 22p. 3 Graphs. |
| Databáze: | Academic Search Ultimate |
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