At the Edge of Donsker's Theorem: Asymptotics of Multiscale Scan Statistics
Fabian Mies (TU Delft)
- Erasmus Econometric Institute Series
Fabian Mies (TU Delft)
Michael Haylock (University of Duisburg-Essen, Germany)
Luca Dedola (ECB, Germany)
Damon Clark (University of California, Irvine, United States)
Arjan Non
Emanuele Colonnelli (The University of Chicago, United States)
Teodora Boneva (University of Bonn, Germany)
Laura Hering (Erasmus University Rotterdam)
Johannes Wohlfart (University of Cologne, Germany)
Nuno Palma (University Of Manchester, United Kingdom)
Henning Hermes (ifo Institute, Germany)
Jori Korpershoek
Adrien Matray (Harvard University, United States)
Sergio Galletta (ETH Zurich, Switzerland)
Mirco Rubin (EDHEC Business School, France)
Victor Gonzalez-Jimenez
Sean Higgins (Northwestern University, United States)
Eleonora Guarnieri (University of Bristol, United Kingdom)
Simeon Schudy (Ulm University, Germany)
Dana Sisak