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- W3087415854 abstract "We develop a novel Hawkes process (HP) model with hidden marks for financial event data, where the hidden marks are used to take account the effect of some extra random errors (ERE) caused by data ..." @default.
- W3087415854 created "2020-09-25" @default.
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- W3087415854 date "2020-09-16" @default.
- W3087415854 modified "2023-10-18" @default.
- W3087415854 title "Hawkes processes with hidden marks" @default.
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- W3087415854 doi "https://doi.org/10.1080/1351847x.2020.1820356" @default.
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