Separating information maximum likelihood method for high-frequency financial data. (2018)

• Record Type: Book
• Further Information: Note: Naoto Kunitomo, Seisho Sato, Daisuke Kurisu.
• Authors: Kunitomo, Naoto; Sato, Seisho; Kurisu, Daisuke
• Contents: 1. Introduction -- 2. High-Frequency Financial Data and Statistical Problems -- 3. The SIML method -- 4. Asymptotic Properties -- 5. Simulation and Finite Sample Properties -- 6. Asymptotic Robustness -- 7. Two Dimension Applications -- 8. Concluding Remarks -- 9. References.
• Publisher Details: Tokyo : Springer
• Publication Date: 2018
• Extent: 1 online resource
• Subjects: 519.5; Commercial statistics; Stochastic processes; MATHEMATICS -- Applied; MATHEMATICS -- Probability & Statistics -- General; Stochastic processes; Commercial statistics; Electronic books
• Languages: English
• ISBNs: 9784431559306; 4431559302; 4431559280; 9784431559283
• Related ISBNs: 9784431559283
• Notes: Note: Online resource; title from PDF title page (EBSCO, viewed June 19, 2018).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.