conftrace_

quasi-maximum likelihood estimator

1 paper

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Also known as

QMLE

Co-occurring keywords · papers mentioning both

generalized score statistic (1) self-exciting process (1) goodness-of-fit test (1) asymptotic distribution (1) model misspecification (1)

Papers

Goodness-of-Fit Test for Mismatched Self-Exciting Processes AISTATS 2021