SmallData Symposium 2024

Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions

URL:
https://www.projecteuclid.org/journals/annals-of-statistics/volume-52/issue-3/Sharp-adaptive-and-pathwise-stable-similarity-testing-for-scalar-ergodic/10.1214/24-AOS2386.short
Publication date:
2024/06/01
Authors:
Johannes Brutsche, Angelika Rohde
Journal:
The Annals of Statistics
Keywords: Statistical testing, Stochastic Process

Contact

Administrative Manager

Marc Schumacher

Institute of Medical Biometry and Statistics,
Faculty of Medicine and Medical Center –
University of Freiburg