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High-Frequency Statistics with Asynchronous and Irregular Data
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High-Frequency Statistics with Asynchronous and Irregular Data

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.
Kirjailija
Ole Martin
Painos
2019 ed.
ISBN
9783658284176
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
14.11.2019
Sivumäärä
323