3 papers
math.PR2026
Concentration of additive functionals of Stratonovich-type
Rick Bebon, Aljaž Godec, Angelika Rohde
Additive functionals of Stratonovich-type recently attracted much attention in the context of inference of thermodynamic proper…
math.ST2026
Asymptotic equivalence for nonparametric additive regression
Moritz Jirak, Alexander Meister, Angelika Rohde
We prove asymptotic equivalence of nonparametric additive regression and an appropriate Gaussian white noise experiment in which a multidimensional shifted Wiener process is observ…
math.ST2024
Asymptotic Equivalence of Locally Stationary Processes and Bivariate White Noise
Cristina Butucea, Alexander Meister, Angelika Rohde
We consider a general class of statistical experiments, in which an -dimensional centered Gaussian random variable is observed and its covariance matrix is the parameter of inte…