An unbounded intensity model for point processes (Q6664619)
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scientific article; zbMATH DE number 7968493
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An unbounded intensity model for point processes |
scientific article; zbMATH DE number 7968493 |
Statements
An unbounded intensity model for point processes (English)
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16 January 2025
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Cox process
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heavy traffic
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high-frequency data
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intensity burst
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order imbalance
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point process
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slope of the order book
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trading activity
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