2 papers
math.ST2024
Testing for unspecified periodicities in binary time series
Finn Schmidtke, Mathias Vetter
Given independent random variables with we test the hypothesis whether the underlying success probabilities are constant or whether they…
math.ST2024
On goodness-of-fit testing for self-exciting point processes
José C. F. Kling, Mathias Vetter
Despite the wide usage of parametric point processes in theory and applications, a sound goodness-of-fit procedure to test whether a given parametric model is appropriate for data…