High-Frequency Statistics with Asynchronous and Irregular Data - Ole Martin
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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. Such methods are much needed in practice as real data usually comes in irregular form. In the theoretical part he develops laws of large numbers and central limit theorems as well as a new bootstrap procedure to assess as ... Full description
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Description
More Information
| Author | Ole Martin |
|---|---|
| Publisher | Springer Fachmedien Wiesbaden |
| Series | Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics |
| Release year | 2019 |
| Cover type | Softcover |
| EAN | 9783658284176 |