2 papers
math.ST2026
Testing the rank of the spot covariance matrix of a multidimensional Itô semi-martingale
Janine Steck
This work develops a statistical test for the maximal rank of the deterministic instantaneous (or spot) covariance matrix of a continuous-time -valued Itô semi-martin…
math.ST2023
Adaptive local density estimation in tomography
Sergio Brenner Miguel, Janine Steck
We study the non-parametric estimation of a multidimensional unknown density f in a tomography problem based on independent and identically distributed observations, whose common d…