BibTeX record journals/cnsns/FilimonovWS15

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@article{DBLP:journals/cnsns/FilimonovWS15,
  author       = {Vladimir Filimonov and
                  Spencer Wheatley and
                  Didier Sornette},
  title        = {Effective measure of endogeneity for the Autoregressive Conditional
                  Duration point processes via mapping to the self-excited Hawkes process},
  journal      = {Commun. Nonlinear Sci. Numer. Simul.},
  volume       = {22},
  number       = {Issues},
  pages        = {23--37},
  year         = {2015},
  url          = {https://doi.org/10.1016/j.cnsns.2014.08.042},
  doi          = {10.1016/J.CNSNS.2014.08.042},
  timestamp    = {Tue, 21 Jul 2020 15:58:28 +0200},
  biburl       = {https://dblp.org/rec/journals/cnsns/FilimonovWS15.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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