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~isPartOf:"Statistical Inference for Stochastic Processes"
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A branching particle approximation to a filtering micromovement model of asset price
Xiong, Jie
;
Zeng, Yong
- In:
Statistical Inference for Stochastic Processes
14
(
2011
)
2
,
pp. 111-140
Persistent link: https://www.econbiz.de/10009149864
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Bayesian Inference via Filtering for a Class of Counting Processes: Application to the Micromovement of Asset Price
Zeng, Yong
- In:
Statistical Inference for Stochastic Processes
8
(
2005
)
3
,
pp. 331-354
Persistent link: https://www.econbiz.de/10005184569
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