高頻度データに基づく...

高頻度データに基づく確率微分方程式モデルのハイブリッド推定 (特集 高頻度金融データに基づく統計的推測とモデリング)

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高頻度データに基づく確率微分方程式モデルのハイブリッド推定

(特集 高頻度金融データに基づく統計的推測とモデリング)

Call No. (NDL)
Z15-42
Bibliographic ID of National Diet Library
028464319
Material type
記事
Author
内田 雅之
Publisher
立川 : 情報・システム研究機構統計数理研究所
Publication date
2017-06
Material Format
Paper
Journal name
統計数理 = Proceedings of the Institute of Statistical Mathematics 65(1)=125:2017.6
Publication Page
p.39-69
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Paper

Material Type
記事
Author/Editor
内田 雅之
Author Heading
Alternative Title
Hybrid Estimation for Stochastic Differential Equations Based on High-frequency Data
Periodical title
統計数理 = Proceedings of the Institute of Statistical Mathematics
No. or year of volume/issue
65(1)=125:2017.6
Volume
65
Issue
1