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Local-asymptotic limit law with unknown diffusivity levels under vanishing jump
Sourced from the work of Markus Reiß, Claudia Strauch, Lukas Trottner
§ Problem Statement
Setup
Unsolved Problem
§ Discussion
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§ Significance & Implications
§ Known Partial Results
§ References
[1]
Change Point Estimation for a Stochastic Heat Equation
Markus Reiß, Claudia Strauch, Lukas Trottner (2023)
Annals of Statistics (to appear)
📍 Section 4 (Discussion), “Perspectives” paragraph (“In the vanishing jump height regime, we work under the simplifying assumption that the diffusivity constants $\vartheta_\pm$ are known...”), p. 22 (arXiv v2 PDF page 21).
Source paper where this problem appears.