Disorder Problem for Self-Exciting Process
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Publication:2863592
DOI10.1137/S0040585X97986126zbMath1280.62093MaRDI QIDQ2863592
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Publication date: 22 November 2013
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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