High Frequency Statistics Asynchronous Irregular by Martin Ole (13 results)

Condition: Gut. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. 9783658284176 Sprache: Englisch Gewicht in Gramm: 550.

Condition: New. In English.

Condition: New. pp. 323.

Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 asymptotic laws. The author then applies the theoretical results to estimate the quadratic covariation and to construct tests for the presence of common jumps. The simulation results show that in finite samples his methods despite the much more complex setting perform comparably well as methods based on regular data. About the Author:Dr. Ole Martin completed his PhD at the Kiel University (CAU), Germany. His research focuses on high-frequency statistics for semimartingales with the aim to develop methods based on irregularlyobserved data.…

Paperback. Condition: Brand New. 340 pages. 8.26x5.82x0.87 inches. In Stock.

Taschenbuch. Condition: Neu. High-Frequency Statistics with Asynchronous and Irregular Data | Ole Martin | Taschenbuch | Mathematische Optimierung und Wirtschaftsmathematik Mathematical Optimization and Economathematics | xiii | Englisch | 2019 | Springer Vieweg | EAN 9783658284176 | Verantwortliche Person für die EU: Springer Spektrum in Springer Science + Business Media, Tiergartenstr. 15-17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

Condition: new. Questo è un articolo print on demand.

PF. Condition: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 6-7 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.

Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 asymptotic laws. The author then applies the theoretical results to estimate the quadratic covariation and to construct tests for the presence of common jumps. The simulation results show that in finite samples his methods despite the much more complex setting perform comparably well as methods based on regular data. About the Author:Dr. Ole Martin completed his PhD at the Kiel University (CAU), Germany. His research focuses on high-frequency statistics for semimartingales with the aim to develop methods based on irregularly observed data. 340 pp. Englisch.…

Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. New methods extending theory for regular dataNew methods extending theory for regular dataOle Martin extends well-established techniques for the analysis of high-frequency data based on regular observations to the more general setting of.…

Condition: New. Print on Demand pp. 323.

Condition: New. PRINT ON DEMAND pp. 323.

Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -¿About the Author:Dr. Ole Martin completed his PhD at the Kiel University (CAU), Germany. His research focuses on high-frequency statistics for semimartingales with the aim to develop methods based on irregularlyobserved data.Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 340 pp. Englisch.…