Browsen in EconStor gesamt nach Autor:innen Reiß, Markus
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Erscheinungsjahr | Titel | Autor:innen |
2000 | Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations | Reiß, Markus |
2002 | Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed | Gobet, Emmanuel; Hoffmann, Marc; Reiß, Markus |
2002 | Adaptive wavelet Galerkin methods for linear inverse problems | Cohen, Albert; Hoffmann, Marc; Reiß, Markus |
2003 | Transitional Dynamics in the Uzawa-Lucas Model of Endogenous Growth | Reiß, Markus; Bethmann, Dirk |
2003 | Adaptive estimation for affine stochastic delay differential equations | Reiß, Markus |
2005 | An optimal stopping problem in a diffusion-type model with delay | Gapeev, Pavel V.; Reiß, Markus |
2005 | Discretisation of stochastic control problems for continuous time dynamics with delay | Fischer, Markus; Reiß, Markus |
2006 | Spectral calibration of exponential Lévy Models [2] | Belomestny, Denis; Reiß, Markus |
2006 | Spectral calibration of exponential Lévy Models [1] | Belomestny, Denis; Reiß, Markus |
2007 | On rate optimality for ill-posed inverse problems in econometrics | Chen, Xiaohong; Reiß, Markus |
2010 | Estimation of the characteristics of a Lévy process observed at arbitrary frequency | Kappus, Johanna; Reiß, Markus |
2011 | Estimation of the characteristics of a Lévy process observed at arbitrary frequency | Kappus, Johanna; Reiß, Markus |
2011 | Pointwise adaptive estimation for quantile regression | Reiß, Markus; Rozenholc, Yves; Cuenod, Charles A. |
2011 | Spectral estimation of covolatility from noisy observations using local weights | Bibinger, Markus; Reiß, Markus |
2011 | Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise | Reiß, Markus |
2012 | A Donsker theorem for Lévy measures | Nickl, Richard; Reiß, Markus |
2014 | Nonparametric test for a constant beta over a fixed time interval | Reiß, Markus; Todorov, Viktor; Tauchen, George |
2021 | Inference on the maximal rank of time-varying covariance matrices using high-frequency data | Reiß, Markus; Winkelmann, Lars |