Separating information maximum likelihood method for high-frequency financial data:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Tokyo
Springer
[2018]
|
| Schriftenreihe: | SpringerBriefs in statistics
|
| Schlagworte: | |
| Online-Zugang: | BTU01 FHR01 FRO01 FWS01 FWS02 HTW01 TUM01 UBM01 UBT01 UBW01 UEI01 UER01 UPA01 Volltext |
| Beschreibung: | 1 Online-Ressource (VIII, 114 Seiten, 8 illus) |
| ISBN: | 9784431559306 |
| ISSN: | 2191-544X |
| DOI: | 10.1007/978-4-431-55930-6 |
Internformat
MARC
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Datensatz im Suchindex
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| author | Kunitomo, Naoto 1950- Sato, Seisho Kurisu, Daisuke |
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| author_variant | n k nk s s ss d k dk |
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| dewey-full | 519.5 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
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| discipline | Mathematik |
| doi_str_mv | 10.1007/978-4-431-55930-6 |
| format | Electronic eBook |
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| id | DE-604.BV045099724 |
| illustrated | Not Illustrated |
| indexdate | 2024-08-01T13:27:54Z |
| institution | BVB |
| isbn | 9784431559306 |
| issn | 2191-544X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030490327 |
| oclc_num | 1047476577 |
| open_access_boolean | |
| owner | DE-29 DE-91 DE-BY-TUM DE-19 DE-BY-UBM DE-898 DE-BY-UBR DE-861 DE-523 DE-703 DE-863 DE-BY-FWS DE-20 DE-739 DE-634 DE-862 DE-BY-FWS DE-824 |
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| physical | 1 Online-Ressource (VIII, 114 Seiten, 8 illus) |
| psigel | ZDB-2-SMA ZDB-2-SMA_2018 |
| publishDate | 2018 |
| publishDateSearch | 2018 |
| publishDateSort | 2018 |
| publisher | Springer |
| record_format | marc |
| series2 | SpringerBriefs in statistics |
| spellingShingle | Kunitomo, Naoto 1950- Sato, Seisho Kurisu, Daisuke Separating information maximum likelihood method for high-frequency financial data Statistics Statistical Theory and Methods Statistics for Business/Economics/Mathematical Finance/Insurance Statistics and Computing/Statistics Programs Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences |
| title | Separating information maximum likelihood method for high-frequency financial data |
| title_auth | Separating information maximum likelihood method for high-frequency financial data |
| title_exact_search | Separating information maximum likelihood method for high-frequency financial data |
| title_full | Separating information maximum likelihood method for high-frequency financial data Naoto Kunitomo, Seisho Sato, Daisuke Kurisu |
| title_fullStr | Separating information maximum likelihood method for high-frequency financial data Naoto Kunitomo, Seisho Sato, Daisuke Kurisu |
| title_full_unstemmed | Separating information maximum likelihood method for high-frequency financial data Naoto Kunitomo, Seisho Sato, Daisuke Kurisu |
| title_short | Separating information maximum likelihood method for high-frequency financial data |
| title_sort | separating information maximum likelihood method for high frequency financial data |
| topic | Statistics Statistical Theory and Methods Statistics for Business/Economics/Mathematical Finance/Insurance Statistics and Computing/Statistics Programs Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences |
| topic_facet | Statistics Statistical Theory and Methods Statistics for Business/Economics/Mathematical Finance/Insurance Statistics and Computing/Statistics Programs Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences |
| url | https://doi.org/10.1007/978-4-431-55930-6 |
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