Goodness of Fit

Patrick J. Laub, Young Lee and Thomas Taimre
Additional contact information
Patrick J. Laub: University of Melbourne, Faculty of Business and Economics
Young Lee: Harvard University, Faculty of Arts and Sciences
Thomas Taimre: The University of Queensland, School of Mathematics and Physics

Chapter Chapter 9 in The Elements of Hawkes Processes, 2021, pp 79-84 from Springer

Abstract: Abstract This section outlines approaches to determining the appropriateness of a Hawkes processes model for point data, which is a critical link in their application.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-84639-8_9

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DOI: 10.1007/978-3-030-84639-8_9

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