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math.ST2019
Local asymptotic normality for shape and periodicity of a signal in the drift of a degenerate diffusion with internal variables
Simon Holbach
Taking a multidimensional time-homogeneous dynamical system and adding a randomly perturbed time-dependent deterministic signal to some of its components gives rise to a high-dimen…
math.ST2016
Local Asymptotic Normality for Shape and Periodicity in the Drift of a Time Inhomogeneous Diffusion
Simon Holbach
We consider a one-dimensional diffusion whose drift contains a deterministic periodic signal with unknown periodicity and carrying some unknown -dimensional shape parameter…