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Reiß, Markus

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Author ID: reiss.markus Recent zbMATH articles by "Reiß, Markus"
Published as: Reiss, Markus; Reiß, M.; Reiß, Markus
Documents Indexed: 49 Publications since 2002, including 2 Books
Reviewing Activity: 59 Reviews

Publications by Year

Citations contained in zbMATH

44 Publications have been cited 615 times in 416 Documents Cited by Year
Nonparametric estimation for Lévy processes from low-frequency observations. Zbl 1200.62095
Neumann, Michael H.; Reiß, Markus
65
2009
Spectral calibration of exponential Lévy models. Zbl 1126.91022
Belomestny, Denis; Reiß, Markus
40
2006
Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency. Zbl 1302.62190
Bibinger, Markus; Hautsch, Nikolaus; Malec, Peter; Reiß, Markus
38
2014
Asymptotic equivalence for inference on the volatility from noisy observations. Zbl 1215.62113
Reiß, Markus
37
2011
Nonlinear estimation for linear inverse problems with error in the operator. Zbl 1134.65038
Hoffmann, Marc; Reiss, Markus
35
2008
Adaptive wavelet Galerkin methods for linear inverse problems. Zbl 1077.65054
Cohen, Albert; Hoffmann, Marc; Reiss, Markus
35
2004
Nonparametric estimation of scalar diffusions based on low frequency data. Zbl 1056.62091
Gobet, Emmanuel; Hoffmann, Marc; Reiß, Markus
34
2004
Asymptotic equivalence for nonparametric regression with multivariate and random design. Zbl 1142.62023
Reiß, Markus
32
2008
On rate optimality for ill-posed inverse problems in econometrics. Zbl 1218.62028
Chen, Xiaohong; Reiss, Markus
29
2011
A Donsker theorem for Lévy measures. Zbl 1310.60056
Nickl, Richard; Reiß, Markus
24
2012
A remark on the rates of convergence for integrated volatility estimation in the presence of jumps. Zbl 1305.62036
Jacod, Jean; Reiss, Markus
21
2014
Delay differential equations driven by Lévy processes: stationarity and Feller properties. Zbl 1109.60045
Reiß, M.; Riedle, M.; Van Gaans, O.
20
2006
Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case. Zbl 1105.62004
Dalalyan, Arnak; Reiß, Markus
18
2007
Asymptotic statistical equivalence for scalar ergodic diffusions. Zbl 1081.62002
Dalalyan, Arnak; Reiß, Markus
17
2006
Regularization independent of the noise level: an analysis of quasi-optimality. Zbl 1147.49024
Bauer, Frank; Reiß, Markus
15
2008
Adaptive quantile estimation in deconvolution with unknown error distribution. Zbl 1388.62095
Dattner, Itai; Reiß, Markus; Trabs, Mathias
14
2016
Spectral estimation of covolatility from noisy observations using local weights. Zbl 1349.62441
Bibinger, Markus; Reiß, Markus
13
2014
High-frequency Donsker theorems for Lévy measures. Zbl 1333.60063
Nickl, Richard; Reiß, Markus; Söhl, Jakob; Trabs, Mathias
11
2016
Asymptotic equivalence for nonparametric regression with non-regular errors. Zbl 1257.62045
Meister, Alexander; Reiß, Markus
10
2013
Adaptive function estimation in nonparametric regression with one-sided errors. Zbl 1305.62172
Jirak, Moritz; Meister, Alexander; Reiss, Markus
9
2014
Testing the characteristics of a Lévy process. Zbl 1294.62179
Reiß, Markus
9
2013
Optimal adaptation for early stopping in statistical inverse problems. Zbl 1401.65058
Blanchard, Gilles; Hoffmann, Marc; Reiß, Markus
8
2018
Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data. Zbl 1362.62106
Reiß, Markus; Todorov, Viktor; Tauchen, George
8
2015
Lévy matters IV. Estimation for discretely observed Lévy processes. Zbl 1330.60002
Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine; Masuda, Hiroki; Reiß, Markus
8
2015
On Émery’s inequality and a variation-of-constants formula. Zbl 1127.60062
Reiß, Markus; Riedle, Markus; van Gaans, Onno
6
2007
Nonparametric estimation for stochastic delay differential equations. Zbl 1032.62031
Reiß, Markus
6
2002
Minimax rates of nonparametric drift estimation in affine stochastic delay differential equations. Zbl 1006.62074
Reiß, Markus
6
2002
Estimation and calibration of Lévy models via Fourier methods. Zbl 1332.62279
Belomestny, Denis; Reiß, Markus
5
2015
An optimal stopping problem in a diffusion-type model with delay. Zbl 1092.60017
Gapeev, Pavel V.; Reiß, Markus
5
2006
Adaptive estimation for affine stochastic delay differential equations. Zbl 1059.62089
Reiss, Markus
5
2005
Efficient estimation of functionals in nonparametric boundary models. Zbl 1380.62177
Reiß, Markus; Selk, Leonie
4
2017
Unbiased estimation of the volume of a convex body. Zbl 1351.60059
Baldin, Nikolay; Reiß, Markus
4
2016
Exact and asymptotic tests on a factor model in low and large dimensions with applications. Zbl 1397.62209
Bodnar, Taras; Reiß, Markus
4
2016
Discretisation of stochastic control problems for continuous time dynamics with delay. Zbl 1123.93088
Fischer, Markus; Reiß, Markus
4
2007
Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding. Zbl 1294.62058
Cavalier, Laurent; Reiß, Markus
3
2014
Nonasymptotic upper bounds for the reconstruction error of PCA. Zbl 1450.62070
Reiss, Markus; Wahl, Martin
2
2020
Early stopping for statistical inverse problems via truncated SVD estimation. Zbl 1403.65025
Blanchard, Gilles; Hoffmann, Marc; Reiß, Markus
2
2018
Wasserstein and total variation distance between marginals of Lévy processes. Zbl 1405.60062
Mariucci, Ester; Reiß, Markus
2
2018
Volatility estimation under one-sided errors with applications to limit order books. Zbl 1353.60044
Bibinger, Markus; Jirak, Moritz; Reiss, Markus
2
2016
Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery. Zbl 1452.62155
Reiss, Markus; Schmidt-Hieber, Johannes
1
2020
Simplifying numerical analyses of Hamilton-Jacobi-Bellman equations. Zbl 1294.91130
Bethmann, Dirk; Reiß, Markus
1
2012
Preserving time structures while denoising a dynamical image. Zbl 1245.94027
Rozenholc, Yves; Reiß, Markus
1
2012
Nonparametric volatility estimation on the real line from low frequency data. Zbl 1271.62194
Reiß, Markus
1
2006
Estimating the delay time in affine stochastic delay differential equations. Zbl 1071.62074
Reiss, Markus
1
2004
Nonasymptotic upper bounds for the reconstruction error of PCA. Zbl 1450.62070
Reiss, Markus; Wahl, Martin
2
2020
Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery. Zbl 1452.62155
Reiss, Markus; Schmidt-Hieber, Johannes
1
2020
Optimal adaptation for early stopping in statistical inverse problems. Zbl 1401.65058
Blanchard, Gilles; Hoffmann, Marc; Reiß, Markus
8
2018
Early stopping for statistical inverse problems via truncated SVD estimation. Zbl 1403.65025
Blanchard, Gilles; Hoffmann, Marc; Reiß, Markus
2
2018
Wasserstein and total variation distance between marginals of Lévy processes. Zbl 1405.60062
Mariucci, Ester; Reiß, Markus
2
2018
Efficient estimation of functionals in nonparametric boundary models. Zbl 1380.62177
Reiß, Markus; Selk, Leonie
4
2017
Adaptive quantile estimation in deconvolution with unknown error distribution. Zbl 1388.62095
Dattner, Itai; Reiß, Markus; Trabs, Mathias
14
2016
High-frequency Donsker theorems for Lévy measures. Zbl 1333.60063
Nickl, Richard; Reiß, Markus; Söhl, Jakob; Trabs, Mathias
11
2016
Unbiased estimation of the volume of a convex body. Zbl 1351.60059
Baldin, Nikolay; Reiß, Markus
4
2016
Exact and asymptotic tests on a factor model in low and large dimensions with applications. Zbl 1397.62209
Bodnar, Taras; Reiß, Markus
4
2016
Volatility estimation under one-sided errors with applications to limit order books. Zbl 1353.60044
Bibinger, Markus; Jirak, Moritz; Reiss, Markus
2
2016
Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data. Zbl 1362.62106
Reiß, Markus; Todorov, Viktor; Tauchen, George
8
2015
Lévy matters IV. Estimation for discretely observed Lévy processes. Zbl 1330.60002
Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine; Masuda, Hiroki; Reiß, Markus
8
2015
Estimation and calibration of Lévy models via Fourier methods. Zbl 1332.62279
Belomestny, Denis; Reiß, Markus
5
2015
Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency. Zbl 1302.62190
Bibinger, Markus; Hautsch, Nikolaus; Malec, Peter; Reiß, Markus
38
2014
A remark on the rates of convergence for integrated volatility estimation in the presence of jumps. Zbl 1305.62036
Jacod, Jean; Reiss, Markus
21
2014
Spectral estimation of covolatility from noisy observations using local weights. Zbl 1349.62441
Bibinger, Markus; Reiß, Markus
13
2014
Adaptive function estimation in nonparametric regression with one-sided errors. Zbl 1305.62172
Jirak, Moritz; Meister, Alexander; Reiss, Markus
9
2014
Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding. Zbl 1294.62058
Cavalier, Laurent; Reiß, Markus
3
2014
Asymptotic equivalence for nonparametric regression with non-regular errors. Zbl 1257.62045
Meister, Alexander; Reiß, Markus
10
2013
Testing the characteristics of a Lévy process. Zbl 1294.62179
Reiß, Markus
9
2013
A Donsker theorem for Lévy measures. Zbl 1310.60056
Nickl, Richard; Reiß, Markus
24
2012
Simplifying numerical analyses of Hamilton-Jacobi-Bellman equations. Zbl 1294.91130
Bethmann, Dirk; Reiß, Markus
1
2012
Preserving time structures while denoising a dynamical image. Zbl 1245.94027
Rozenholc, Yves; Reiß, Markus
1
2012
Asymptotic equivalence for inference on the volatility from noisy observations. Zbl 1215.62113
Reiß, Markus
37
2011
On rate optimality for ill-posed inverse problems in econometrics. Zbl 1218.62028
Chen, Xiaohong; Reiss, Markus
29
2011
Nonparametric estimation for Lévy processes from low-frequency observations. Zbl 1200.62095
Neumann, Michael H.; Reiß, Markus
65
2009
Nonlinear estimation for linear inverse problems with error in the operator. Zbl 1134.65038
Hoffmann, Marc; Reiss, Markus
35
2008
Asymptotic equivalence for nonparametric regression with multivariate and random design. Zbl 1142.62023
Reiß, Markus
32
2008
Regularization independent of the noise level: an analysis of quasi-optimality. Zbl 1147.49024
Bauer, Frank; Reiß, Markus
15
2008
Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case. Zbl 1105.62004
Dalalyan, Arnak; Reiß, Markus
18
2007
On Émery’s inequality and a variation-of-constants formula. Zbl 1127.60062
Reiß, Markus; Riedle, Markus; van Gaans, Onno
6
2007
Discretisation of stochastic control problems for continuous time dynamics with delay. Zbl 1123.93088
Fischer, Markus; Reiß, Markus
4
2007
Spectral calibration of exponential Lévy models. Zbl 1126.91022
Belomestny, Denis; Reiß, Markus
40
2006
Delay differential equations driven by Lévy processes: stationarity and Feller properties. Zbl 1109.60045
Reiß, M.; Riedle, M.; Van Gaans, O.
20
2006
Asymptotic statistical equivalence for scalar ergodic diffusions. Zbl 1081.62002
Dalalyan, Arnak; Reiß, Markus
17
2006
An optimal stopping problem in a diffusion-type model with delay. Zbl 1092.60017
Gapeev, Pavel V.; Reiß, Markus
5
2006
Nonparametric volatility estimation on the real line from low frequency data. Zbl 1271.62194
Reiß, Markus
1
2006
Adaptive estimation for affine stochastic delay differential equations. Zbl 1059.62089
Reiss, Markus
5
2005
Adaptive wavelet Galerkin methods for linear inverse problems. Zbl 1077.65054
Cohen, Albert; Hoffmann, Marc; Reiss, Markus
35
2004
Nonparametric estimation of scalar diffusions based on low frequency data. Zbl 1056.62091
Gobet, Emmanuel; Hoffmann, Marc; Reiß, Markus
34
2004
Estimating the delay time in affine stochastic delay differential equations. Zbl 1071.62074
Reiss, Markus
1
2004
Nonparametric estimation for stochastic delay differential equations. Zbl 1032.62031
Reiß, Markus
6
2002
Minimax rates of nonparametric drift estimation in affine stochastic delay differential equations. Zbl 1006.62074
Reiß, Markus
6
2002
all top 5

Cited by 506 Authors

28 Reiß, Markus
14 Comte, Fabienne
13 Belomestny, Denis
12 Todorov, Viktor
12 Trabs, Mathias
10 Genon-Catalot, Valentine
9 Bibinger, Markus
9 Johannes, Jan
8 Gugushvili, Shota
8 Hoffmann, Marc R.
8 Nickl, Richard
8 Schmidt-Hieber, Johannes
7 Florens, Jean-Pierre
7 Kappus, Johanna
7 Xiu, Dacheng
6 Duval, Céline
6 Jacod, Jean
6 Söhl, Jakob
5 Aït-Sahalia, Yacine
5 Chen, Xiaohong
5 Kim, Donggyu
5 Marteau, Clément
5 Meister, Alexander
5 Mykland, Per Aslak
5 Pensky, Marianna
5 Tauchen, George E.
4 Bigot, Jéremie
4 Bodnar, Taras
4 Breunig, Christoph
4 Dalalyan, Arnak S.
4 Fan, Jianqing
4 Kato, Kengo
4 Kurisu, Daisuke
4 Mabon, Gwennaëlle
4 Mariucci, Ester
4 Munk, Axel
4 Nishiyama, Yoichi
4 Riedle, Markus
4 Schoenmakers, John G. M.
4 Simoni, Anna
4 Spreij, Peter
4 Tsybakov, Alexandre B.
4 Vetter, Mathias
4 Wang, Yazhen
3 Bao, Jianhai
3 Benhaddou, Rida
3 Delattre, Sylvain
3 Dette, Holger
3 Federico, Salvatore
3 Gadat, Sébastien
3 Hohage, Thorsten
3 Koike, Yuta
3 Kristensen, Dennis
3 Lacour, Claire
3 Li, Jia
3 Loubes, Jean-Michel
3 Mammen, Enno
3 Mao, Xuerong
3 Negri, Ilia
3 Ogihara, Teppei
3 Pergamenshchikov, Sergeĭ Markovich
3 Ray, Kolyan
3 Sapatinas, Theofanis
3 Schmisser, Emeline
3 Strauch, Claudia
3 van der Meulen, Frank Henri
3 van Gaans, Onno Ward
3 Vareschi, T.
3 Werner, Frank
3 Winkelmann, Lars
3 Yuan, Chenggui
2 Abraham, Kweku
2 Adusumilli, Karun
2 Appleby, John A. D.
2 Autin, Florent
2 Bauer, Frank
2 Blanchard, Gilles
2 Brouste, Alexandre
2 Brunel, Victor-Emmanuel
2 Buchmann, Boris
2 Cavalier, Laurent
2 Chesneau, Christophe
2 Chorowski, Jakub
2 Claeskens, Gerda
2 Clinet, Simon
2 Collier, Olivier
2 Comminges, Laetitia
2 Cordoni, Francesco Giuseppe
2 Dattner, Itai
2 Di Persio, Luca
2 Fabio, Marcela A.
2 Freyermuth, Jean-Marc
2 Fusai, Gianluca
2 Galtchouk, Leonid I.
2 Gapeev, Pavel V.
2 Gloter, Arnaud
2 Golubev, Yuriĭ K.
2 Hoffmann, Michael H. G.
2 Horowitz, Joel L.
2 Ingster, Yuriĭ Izmaĭlovich
...and 406 more Authors
all top 5

Cited in 97 Serials

44 Journal of Econometrics
43 The Annals of Statistics
37 Stochastic Processes and their Applications
29 Bernoulli
29 Electronic Journal of Statistics
14 Econometric Theory
11 Journal of Statistical Planning and Inference
11 Statistics & Probability Letters
11 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
11 Statistical Inference for Stochastic Processes
9 Journal of Multivariate Analysis
8 Mathematical Methods of Statistics
8 Journal of Nonparametric Statistics
7 Probability Theory and Related Fields
7 Finance and Stochastics
5 Quantitative Finance
5 Journal of the Korean Statistical Society
5 SIAM/ASA Journal on Uncertainty Quantification
4 Inverse Problems
4 Statistics
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Scandinavian Journal of Statistics
3 Annals of the Institute of Statistical Mathematics
3 Journal of the American Statistical Association
3 Statistical Science
3 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Metrika
2 Applied Mathematics and Optimization
2 Mathematics and Computers in Simulation
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Numerische Mathematik
2 SIAM Journal on Numerical Analysis
2 Insurance Mathematics & Economics
2 Stochastic Analysis and Applications
2 Journal of Theoretical Probability
2 Journal of Integral Equations and Applications
2 The Annals of Applied Probability
2 Potential Analysis
2 Applied and Computational Harmonic Analysis
2 Mathematical Finance
2 Journal of the European Mathematical Society (JEMS)
2 International Journal of Wavelets, Multiresolution and Information Processing
2 Advances in Difference Equations
2 Modern Stochastics. Theory and Applications
2 Mathematical Statistics and Learning
1 Applicable Analysis
1 Computers & Mathematics with Applications
1 Journal of Mathematical Analysis and Applications
1 Journal of Mathematical Physics
1 Lithuanian Mathematical Journal
1 Applied Mathematics and Computation
1 Journal of Computational and Applied Mathematics
1 Journal of Differential Equations
1 Journal of Economic Theory
1 Journal of Functional Analysis
1 Proceedings of the American Mathematical Society
1 SIAM Journal on Control and Optimization
1 Journal of the Japan Statistical Society
1 Applied Mathematics and Mechanics. (English Edition)
1 Physica D
1 Parallel Computing
1 Acta Mathematicae Applicatae Sinica. English Series
1 Journal of Complexity
1 Science in China. Series A
1 Annals of Operations Research
1 Economics Letters
1 Numerical Algorithms
1 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
1 Communications in Statistics. Theory and Methods
1 European Journal of Operational Research
1 Computational Statistics and Data Analysis
1 Test
1 SIAM Journal on Scientific Computing
1 Theory of Probability and Mathematical Statistics
1 NoDEA. Nonlinear Differential Equations and Applications
1 Statistica Sinica
1 Opuscula Mathematica
1 Monte Carlo Methods and Applications
1 The Journal of Fourier Analysis and Applications
1 INFORMS Journal on Computing
1 Nonlinear Dynamics
1 Chaos
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Extremes
1 Methodology and Computing in Applied Probability
1 Brazilian Journal of Probability and Statistics
1 Discrete and Continuous Dynamical Systems. Series B
1 Decisions in Economics and Finance
1 Stochastics and Dynamics
1 Asia-Pacific Financial Markets
1 Journal of Physics A: Mathematical and Theoretical
1 Nonlinear Analysis. Hybrid Systems
1 Journal of Probability and Statistics
1 Sankhyā. Series B
1 Statistics and Computing
1 Statistics & Risk Modeling
1 Transactions of A. Razmadze Mathematical Institute

Citations by Year