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Applied Stochastics

European Meeting of Statisticians (EMS)

Date: 07/03/2023, 8:00 AM - 07/07/2023, 6:00 PM

Markus Bibinger presents joint work with Michael Sonntag on "Testing for jumps in processes with integral fractional part and jump-robust inference on the Hurst exponent" at the European Meeting of Statisticians (EMS) 2023 in Warsaw in the invited session IS07on "Nonparametric statistics for stochastic processes" which is organized by Mathias Trabs.