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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.
Forfatter
Ole Martin
Opplag
2019 ed.
ISBN
9783658284176
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
14.11.2019
Antall sider
323