LEADER 02405nam0 2200529 i 450 001 VAN0126614 005 20230626092919.219 017 70$2N$a9783658284183 100 $a20200211d2019 |0itac50 ba 101 $aeng 102 $aDE 105 $a|||| ||||| 200 1 $aHigh-Frequency Statistics with Asynchronous and Irregular Data$fOle Martin 210 $aWiesbaden$cSpringer spektrum$d2019 215 $axiii, 323 p.$cill.$d24 cm 410 1$1001VAN0124481$12001 $aMathematische Optimierung und Wirtschaftsmathematik$fMathematical Optimization and Economathematics$1210 $aBerlin [etc.]$cSpringer 500 1$3VAN0236604$aHigh-Frequency Statistics with Asynchronous and Irregular Data$91668067 606 $a60-XX$xProbability theory and stochastic processes [MSC 2020]$3VANC020428$2MF 606 $a62-XX$xStatistics [MSC 2020]$3VANC022998$2MF 606 $a91-XX$xGame theory, economics, finance, and other social and behavioral sciences [MSC 2020]$3VANC025601$2MF 610 $aAsynchronous data$9KW:K 610 $aAsynchronous observations$9KW:K 610 $aBootstrap$9KW:K 610 $aBootstrapping asymptotic laws$9KW:K 610 $aCentral limit theorems$9KW:K 610 $aCommon jumps$9KW:K 610 $aEstimating quadratic covariation$9KW:K 610 $aHigh-frequency statistics$9KW:K 610 $aIrregular data$9KW:K 610 $aLaws of large numbers$9KW:K 610 $aQuadratic covariation$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aRandom observation schemes$9KW:K 610 $aRandom observations$9KW:K 610 $aTest for common jumps$9KW:K 610 $aTest for jumps$9KW:K 620 $aDE$dWiesbaden$3VANL000457 700 1$aMartin$bOle$3VANV097988$0780944 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://doi.org/10.1007/978-3-658-28418-3$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN0126614 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-book 1461 $e08eMF1461 20200211 996 $aHigh-Frequency Statistics with Asynchronous and Irregular Data$91668067 997 $aUNICAMPANIA