科研之友
微信
新浪微博
Facebook
分享链接
摘要
In this paper, we propose a test to distinguish between data with cluster pattern where the variables are dependent in a self-exciting fashion versus independently identically distributed random variables. We also developed asymptotic distribution of the test statistic with closed-form covariance structure. Comparisons with scan statistics are discussed in the context of simulated earthquake data. Applications to two data sets are discussed.
- 出版日期2011-10
