Order Book Queue Hawkes Markovian Modeling (Q6200514): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:14, 10 July 2024
scientific article; zbMATH DE number 7822811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Order Book Queue Hawkes Markovian Modeling |
scientific article; zbMATH DE number 7822811 |
Statements
Order Book Queue Hawkes Markovian Modeling (English)
0 references
22 March 2024
0 references
Hawkes process
0 references
order book modeling
0 references
non-parametric estimation
0 references
model selection
0 references
