Emmanuel Bacry, Sylvain Delattre, Marc Hoffmann, Jean-Francois Muzy. Modeling microstructure noise using Hawkes processes. In Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011, May 22-27, 2011, Prague Congress Center, Prague, Czech Republic. pages 5740-5743, IEEE, 2011. [doi]
Abstract is missing.