Order Book Queue Hawkes Markovian Modeling (Q6200514): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3185585067 / rank | |||
Normal rank |
Revision as of 09:43, 30 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