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Price Dynamics in a Markovian Limit Order Market
International audience -
A note on stable point processes occurring in branching Brownian motion
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An efficient optimizer for simple point process models
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Multi-Scale Random Sets: from Morphology to Effective Properties and to Fract...
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A Cluster-Limit Theorem for Infinitely Divisible Point Processes
Special Issue: Statistics on Dependent Data -
Towards a filter-based EM-algorithm for parameter estimation of Littlewood's ...
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Bispectrum estimation for a continuous-time stationary process from random sa...
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Stationary point process, Palm measure and collision risk
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Factorial moments of point processes
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Information-Theoretic Capacity and Error Exponents of Stationary Point Proces...
This paper studies the Shannon regime for the random displacement of stationary point processes. Let each point of some initial stationary point process in $\R^n$ give...
