Abstract
The Small-Ball Probability (SmBP) of a process valued in a semi-metric space is considered. Assume that it factorizes in two terms that play the role of a surrogate density and of a volumetric term, respectively. This work presents some recent developments concerning the study of the volumetric term that detains information about the complexity of the underlying process. In particular, once some estimators and their asymptotics are presented, a goodness-of-fit multiple testing procedure is implemented in order to detect the complexity family the process belongs to.
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Bongiorno, E.G., Goia, A., Vieu, P. (2020). About the Complexity Function in Small-ball Probability Factorization. In: Aneiros, G., Horová, I., Hušková, M., Vieu, P. (eds) Functional and High-Dimensional Statistics and Related Fields. IWFOS 2020. Contributions to Statistics. Springer, Cham. https://doi.org/10.1007/978-3-030-47756-1_5
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DOI: https://doi.org/10.1007/978-3-030-47756-1_5
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