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Goodness of Fit

In: The Elements of Hawkes Processes

Author

Listed:
  • 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)

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.

Suggested Citation

  • Patrick J. Laub & Young Lee & Thomas Taimre, 2021. "Goodness of Fit," Springer Books, in: The Elements of Hawkes Processes, chapter 0, pages 79-84, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-84639-8_9
    DOI: 10.1007/978-3-030-84639-8_9
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