518 search results - page 1 / 104 » Modeling microstructure noise using Hawkes processes |
ICASSP
2011
IEEE
13 years 2 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 10 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
12 years 1 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
13 years 2 months ago
2011
IEEE
ICASSP
2011
IEEE
13 years 2 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...