SmallData Symposium 2024

The level of self-organized criticality in oscillating Brownian motion: n-consistency and stable Poisson-type convergence of the MLE

URL:
https://doi.org/10.1214/26-AAP2323
Publication date:
2026/09/25
Authors:
Johannes Brutsche, Angelika Rohde
Journal:
The Annals of Applied Probability
Keywords: Maximum Likelihood, Quantifying uncertainty, Stochastic Process

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Marc Schumacher

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