A test for self-exciting clustering mechanism

DOI10.1016/J.SPL.2011.05.001zbMath1219.62099OpenAlexW2032211893MaRDI QIDQ634581

Vladimir Pozdnyakov, Yuchen Fama

Publication date: 16 August 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.05.001

zbMATH Keywords

asymptotic normalityexponential familyscan statisticscluster detection

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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