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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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Estimating the Hurst Parameter
Berzin, Corinne; León, José - In: Statistical Inference for Stochastic Processes 10 (2007) 1, pp. 49-73
Persistent link: https://www.econbiz.de/10005616033
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Histograms and Associated Point Processes
Jacob, Pierre; Oliveira, Paulo - In: Statistical Inference for Stochastic Processes 2 (1999) 3, pp. 227-251
Persistent link: https://www.econbiz.de/10005391492