Pages that link to "Item:Q267623"
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The following pages link to Modeling high-frequency non-homogeneous order flows by compound Cox processes (Q267623):
Displaying 7 items.
- Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes (Q298830) (← links)
- A note on functional limit theorems for compound Cox processes (Q341802) (← links)
- Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events (Q2066496) (← links)
- Confidence interval for correlation estimator between latent processes (Q2303484) (← links)
- Estimating the efficient price from the order flow: a Brownian Cox process approach (Q2447646) (← links)
- Analysis of order book flows using a non-parametric estimation of the branching ratio matrix (Q4554417) (← links)
- Analyzing order flows in limit order books with ratios of Cox-type intensities (Q5215440) (← links)
