At the Edge of Donsker's Theorem: Asymptotics of Multiscale Scan Statistics
Fabian Mies (TU Delft)
- Erasmus Econometric Institute Series
Fabian Mies (TU Delft)
Simone Padoan (Bocconi University, Italy)
Alessio Trivella (University of Twente)
Ruben van Beesten (Erasmus University Rotterdam)