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most citedFeature Selection based on the Local Lift Dependence Scale

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math.ST2011

Properties of Doubly Stochastic Poisson Process with affine intensity

Alan De Genaro Dario, Adilson Simonis

This paper discusses properties of a Doubly Stochastic Poisson Process (DSPP) where the intensity process belongs to a class of affine diffusions. For any intensity process from th…