On the use and misuse of time-rescaling to assess the goodness-of-fit of self-exciting temporal point processes
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DOI: 10.1080/02664763.2025.2459245
Abstract: The paper first highlights important drawbacks and biases related to the common use of time-rescaling to assess the goodness-of-fit (Gof) of self-exciting temporal point process (SETPP) models. Then it presents a new predictive time-rescaling approach… read more here.
Keywords: rescaling assess; time; exciting temporal; self exciting ... See more keywords