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 Nonparametric estimation of scalar diffusions based on low frequency data is ill-posedGobet, Emmanuel; Hoffmann, Marc; Reiß, Markus
2002 Adaptive wavelet Galerkin methods for linear inverse problemsCohen, Albert; 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 An optimal stopping problem in a diffusion-type model with delayGapeev, Pavel V.; Reiß, Markus
2005 Discretisation of stochastic control problems for continuous time dynamics with delayFischer, Markus; 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 Spectral estimation of covolatility from noisy observations using local weightsBibinger, Markus; Reiß, 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
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