Goodness-of-Fit Test for Mismatched Self-Exciting Processes

Song Wei, Shixiang Zhu, Minghe Zhang, Yao Xie 0002. Goodness-of-Fit Test for Mismatched Self-Exciting Processes. In Arindam Banerjee 0001, Kenji Fukumizu, editors, The 24th International Conference on Artificial Intelligence and Statistics, AISTATS 2021, April 13-15, 2021, Virtual Event. Volume 130 of Proceedings of Machine Learning Research, pages 1243-1251, PMLR, 2021. [doi]

Abstract

Abstract is missing.