Hypotheses Testing: Poisson Versus Self-exciting (Q3411081): Difference between revisions

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Property / arXiv ID: 0903.4636 / rank
 
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Latest revision as of 11:34, 25 June 2024

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Hypotheses Testing: Poisson Versus Self-exciting
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    Hypotheses Testing: Poisson Versus Self-exciting (English)
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    8 December 2006
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    Hawkes process
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    locally asymptotically most powerful test
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    minimax test
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    test for independence
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