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Adaptive tests for stochastic processes in the ergodic case

, , and . Stochastic Processes and their Applications, 45 (1): 45--59 (March 1993)

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Quantization of self-similar Probabilities., and . Algorithms and Complexity for Continuous Problems, volume 04401 of Dagstuhl Seminar Proceedings, IBFI, Schloss Dagstuhl, Germany, (2004)A Constructive Sharp Approach to Functional Quantization of Stochastic Processes., and . J. Appl. Math., (2010)Adaptive tests for stochastic processes in the ergodic case, , and . Stochastic Processes and their Applications, 45 (1): 45--59 (March 1993)Characterizations of infinite dimensional Gaussian shift experiments. Statistics & Probability Letters, 8 (5): 463--468 (October 1989)Local asymptotic quadraticity of stochastic process models based on stopping times. Stochastic Processes and their Applications, 57 (2): 305--317 (June 1995)Sharp asymptotics of the metric entropy for ellipsoids., and . J. Complex., 20 (6): 876-882 (2004)Functional Quantization and Entropy for Stochastic Processes., and . Algorithms and Complexity for Continuous Problems, volume 04401 of Dagstuhl Seminar Proceedings, IBFI, Schloss Dagstuhl, Germany, (2004)Asymptotic inference for semimartingale models with singular parameter points. Journal of Statistical Planning and Inference, 39 (2): 155--186 (Apr 15, 1994)Functional quantization of a class of Brownian diffusions: A constructive approach, and . Stochastic Processes and their Applications, 116 (2): 310--336 (February 2006)