02405nam0 2200529 i 450 VAN012661420230626092919.219N978365828418320200211d2019 |0itac50 baengDE|||| |||||High-Frequency Statistics with Asynchronous and Irregular DataOle MartinWiesbadenSpringer spektrum2019xiii, 323 p.ill.24 cm001VAN01244812001 Mathematische Optimierung und WirtschaftsmathematikMathematical Optimization and Economathematics210 Berlin [etc.]SpringerVAN0236604High-Frequency Statistics with Asynchronous and Irregular Data166806760-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF62-XXStatistics [MSC 2020]VANC022998MF91-XXGame theory, economics, finance, and other social and behavioral sciences [MSC 2020]VANC025601MFAsynchronous dataKW:KAsynchronous observationsKW:KBootstrapKW:KBootstrapping asymptotic lawsKW:KCentral limit theoremsKW:KCommon jumpsKW:KEstimating quadratic covariationKW:KHigh-frequency statisticsKW:KIrregular dataKW:KLaws of large numbersKW:KQuadratic covariationKW:KQuantitative FinanceKW:KRandom observation schemesKW:KRandom observationsKW:KTest for common jumpsKW:KTest for jumpsKW:KDEWiesbadenVANL000457MartinOleVANV097988780944Springer <editore>VANV108073650ITSOL20240614RICAhttp://doi.org/10.1007/978-3-658-28418-3E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0126614BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1461 08eMF1461 20200211 High-Frequency Statistics with Asynchronous and Irregular Data1668067UNICAMPANIA00522nam 2200169z- 450 9910879295903321(CKB)5680000000499971(EXLCZ)99568000000049997120240813c2024uuuu -u- -spaConocimiento, poder y transformación digital en América LatinaIberoamericana Vervuert3-96869-433-3 BOOK9910879295903321Conocimiento, poder y transformación digital en América Latina4206578UNINA