Angelika Rohde (University of Freiburg) “Sharp adaptive similarity testing with pathwise stability for ergodic diffusions”
Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:15 pm Date: 28th of Novembre 2022 Place: Room 3001 Angelika Rohde (University of Freiburg) "Sharp adaptive similarity testing with pathwise stability for ergodic diffusions" Abstract:Within the nonparametric diffusion model, we develop a multiple test to infer about similarity of an unknown drift $b$ to […]