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]
@inproceedings{BacryDHM11, title = {Modeling microstructure noise using Hawkes processes}, author = {Emmanuel Bacry and Sylvain Delattre and Marc Hoffmann and Jean-Francois Muzy}, year = {2011}, doi = {10.1109/ICASSP.2011.5947664}, url = {http://dx.doi.org/10.1109/ICASSP.2011.5947664}, tags = {modeling, process modeling}, researchr = {https://researchr.org/publication/BacryDHM11}, cites = {0}, citedby = {0}, pages = {5740-5743}, booktitle = {Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011, May 22-27, 2011, Prague Congress Center, Prague, Czech Republic}, publisher = {IEEE}, isbn = {978-1-4577-0539-7}, }