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SelfExcit: Self-exciting Point Process Data

Description

Self-exciting point process test data for linlin.

Usage

data(SelfExcit)

Arguments

Format

A numeric vector of length 99.

Source

Y.Ogata, K.Katsura and J.Zhuang (2006) Computer Science Monographs, No.32, TIMSAC84: STATISTICAL ANALYSIS OF SERIES OF EVENTS (TIMSAC84-SASE) VERSION 2. The Institute of Statistical Mathematics.