High-Frequency Statistics with Asynchronous and Irregular Data
Ole Martin
Springer Fachmedien Wiesbaden, 2019
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Ole Martin extends well-established techniques for the analysis of high-frequency data based on regular observations to the more general setting of asynchronous and irregular observations.
- ISBN-13
- 9783658284176
- ISBN-10
- 365828417X
- Publisher
- Springer Fachmedien Wiesbaden
- Year
- 2019
- Publication date
- 2019-11-14
- Pages
- 323
- Dimensions
- 210x148x