Browsing All of EconStor by Author Reiß, Markus

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Showing results 1 to 17 of 17
Year of PublicationTitleAuthor(s)
2000 Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equationsReiß, Markus
2002 Adaptive wavelet Galerkin methods for linear inverse problemsCohen, Albert; Hoffmann, Marc; Reiß, Markus
2002 Nonparametric estimation of scalar diffusions based on low frequency data is ill-posedGobet, Emmanuel; Hoffmann, Marc; Reiß, Markus
2003 Adaptive estimation for affine stochastic delay differential equationsReiß, Markus
2003 Transitional Dynamics in the Uzawa-Lucas Model of Endogenous GrowthReiß, Markus; Bethmann, Dirk
2005 Discretisation of stochastic control problems for continuous time dynamics with delayFischer, Markus; Reiß, Markus
2005 An optimal stopping problem in a diffusion-type model with delayGapeev, Pavel V.; Reiß, Markus
2006 Spectral calibration of exponential LévyBelomestny, Denis; Reiß, Markus
2006 Spectral calibration of exponential LévyBelomestny, Denis; Reiß, Markus
2007 On rate optimality for ill-posed inverse problems in econometricsChen, Xiaohong; Reiß, Markus
2010 Estimation of the characteristics of a Lévy process observed at arbitrary frequencyKappus, Johanna; Reiß, Markus
2011 Asymptotic equivalence and sufficiency for volatility estimation under microstructure noiseReiß, Markus
2011 Pointwise adaptive estimation for quantile regressionReiß, Markus; Rozenholc, Yves; Cuenod, Charles A.
2011 Estimation of the characteristics of a Lévy process observed at arbitrary frequencyKappus, Johanna; Reiß, Markus
2011 Spectral estimation of covolatility from noisy observations using local weightsBibinger, Markus; Reiß, Markus
2012 A Donsker theorem for Lévy measuresNickl, Richard; Reiß, Markus
2014 Nonparametric test for a constant beta over a fixed time intervalReiß, Markus; Todorov, Viktor; Tauchen, George