At the Edge of Donsker's Theorem: Asymptotics of Multiscale Scan Statistics
Fabian Mies (TU Delft)
- Erasmus Econometric Institute Series
Fabian Mies (TU Delft)
Mirco Rubin (EDHEC Business School, France)
Paul Schneider (Università della Svizzera italiana, Switzerland)
Catherine Doz (Paris School of Economics, France)
Stefan Waldherr (Vrije Universiteit Amsterdam)
Sanne Wøhlk (Aarhus University, Denmark)