SelfExcit {SAPP}

Self-Exciting Point Process Data

Description

Self-exciting point process test data for linlin.

Usage

data(SelfExcit)

Format

A numeric vector of length 99.

Source

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