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Gabriele Bellerino - Pathwise Stability for Change-point Estimation in the Volatility of (fractional) Brownian Motion

When Dec 22, 2023
from 02:00 PM to 03:00 PM
Where Room 232, Ernst-Zermelo-Str. 1
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Gabriele Bellerino


is talking about his Master Thesis in the Oberseminar.


Pathwise stability for change-point estimation in the volatility of (fractional) Brownian motion.