At the Edge of Donsker's Theorem: Asymptotics of Multiscale Scan Statistics
Fabian Mies (TU Delft)
- Erasmus Econometric Institute Series
Fabian Mies (TU Delft)
Vincent Maurin (HEC Paris, France)
Wei Li (Vrije Universiteit Amsterdam)
Chantal Schouwenaar, Jack Fitzgerald
Andrei Zeleneev (University College London, United Kingdom)
Emanuele Colonnelli (The University of Chicago, United States)
Jos Akkermans
Aureo de Paula (University College London, United Kingdom)
Simone Padoan (Bocconi University, Italy)
Maria Grith (Erasmus University Rotterdam)
Lin Shen (INSEAD Fontainebleau, France)
Johannes Wohlfart (University of Cologne, Germany)
Stefan Haefliger (Stockholm School of Economics, Sweden)
Adrien Matray (Harvard University, United States)
Yulong Wang (Syracuse University, United States)
Susan Athey (Stanford University, United States)
Mirco Rubin (EDHEC Business School, France)
Bruno Biais (HEC Paris, France)
Triparna de Vreede (University of South Florida, United States)
Sean Higgins (Northwestern University, United States)