High-Frequency Statistics with Asynchronous and Irregular Data

• Κύριος συγγραφέας: Martin, Ole (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Spektrum, 2019.
• Έκδοση: 1st ed. 2019.
• Σειρά: Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics,
• Θέματα: Probabilities.; Statistics .; Economics, Mathematical .; Probability Theory and Stochastic Processes.; Statistics for Business, Management, Economics, Finance, Insurance.; Quantitative Finance.

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...

Πίνακας περιεχομένων:

• Laws of Large Numbers
• Random Observation Schemes
• Bootstrapping Asymptotic Laws
• Testing for (Common) Jumps.