53 citations · 121 across the 9 of their papers we have counts for
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math.PR2017★ 1 cited
A buffer Hawkes process for limit order books
Ingemar Kaj, Mine Caglar
We introduce a Markovian single point process model, with random intensity regulated through a buffer mechanism and a self-exciting effect controlling the arrival stream to the buf…
q-bio.PE2017
Modeling trait-dependent evolution on a random species tree
Daniah Tahir, Sylvain Glémin, Martin Lascoux +1
Understanding the evolution of binary traits, which affects the birth and survival of species and also the rate of molecular evolution, remains challenging. A typical example is th…