518 search results - page 1 / 104 » Modeling microstructure noise using Hawkes processes |
ICASSP
2011
IEEE
12 years 9 months ago
2011
IEEE
Hawkes processes are used for modeling tick-by-tick variations of a single or of a pair of asset prices. For each asset, two counting processes (with stochastic intensities) are a...
CORR
2008
Springer
13 years 5 months ago
2008
Springer
Today, hot embossing and injection molding belong to the established plastic molding processes in microengineering. Based on experimental findings, a variety of microstructures ha...
AAAI
2012
11 years 7 months ago
2012
Many noise models do not faithfully reflect the noise processes introduced during data collection in many real-world applications. In particular, we argue that a type of noise re...
ICASSP
2011
IEEE
12 years 9 months ago
2011
IEEE
ICASSP
2011
IEEE
12 years 9 months ago
2011
IEEE
In many applications non-stationary Gaussian or stationary nonGaussian noises can be observed. In this paper we present a maximum a posteriori estimation jointly of spectral ampli...