A branching particle approximation to a filtering micromovement model of asset price
Year of publication: |
2011
|
---|---|
Authors: | Xiong, Jie ; Zeng, Yong |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 14.2011, 2, p. 111-140
|
Publisher: |
Springer |
Subject: | Particle filters | Monte Carlo approximation | Filtering | Counting process | Stochastic partial differential equation | Ultra-high frequency data | Primary: 60H15 | Secondary: 60K35 |
-
Particle filters with random resampling times
Crisan, D., (2012)
-
Generalised particle filters with Gaussian mixtures
Crisan, D., (2015)
-
Risk Minimization for a Filtering Micromovement Model of Asset Price
Lee, Kiseop, (2010)
- More ...
-
Influence network in Chinese stock market
Gao, Ya-Chun, (2015)
-
R&D INVESTMENT DECISION ON EMERGING TECHNOLOGY
DENG, GUANG-JUN, (2011)
-
Wang, Zhigang, (2011)
- More ...