At the Edge of Donsker's Theorem: Asymptotics of Multiscale Scan Statistics
Fabian Mies (TU Delft)
- Erasmus Econometric Institute Series
Fabian Mies (TU Delft)
Michael Haylock (University of Duisburg-Essen, Germany)
Wiljan van den Berge (Utrecht University), Ines Helm (JKU Linz, Austria), Steffen Künn (Maastricht University), Martin Nybom (IFAU, Sweden), Emilie Rademakers (Utrecht University), Petra Thiemann (Lund University) et al.
Konstantin Sommer
Vincent Maurin (HEC Paris, France)
Elena Cettolin (Tilburg University)
Luca Dedola (ECB, Germany)
Wei Li (Vrije Universiteit Amsterdam)
Chantal Schouwenaar, Jack Fitzgerald
Andrei Zeleneev (University College London, United Kingdom)
Damon Clark (University of California, Irvine, United States)
Luise Eisfeld (HEC Lausanne & Swiss Finance Institute, Switzerland), Bernhard Ganglmair (University of Mannheim), Axel Gautier (HEC Liège, France), Florian Szűcs (WU Vienna, Austria)
Johanna Mollerstrom (George Mason University, United States)
Clément Malgouyres (CREST and Paris School of Economics, France)
Arjan Non
Mikkel Aagaard Houmark (Aarhus University, Denmark)
Emanuele Colonnelli (The University of Chicago, United States)
Teodora Boneva (University of Bonn, Germany)
Aureo de Paula (University College London, United Kingdom)