Multiscale Testing of Qualitative Hypotheses

Suppose that one observes a process Y on the unit interval, where dY(t) =n1/2 f(t)dt +dW (t) with an unknown function parameter f, given scale parameter n <=1 ("sample size") and standard Brownian motion W. We propose two classes of tests of qualitative nonparametric hypotheses about f such as monot... View More