Browsing All of EconStor by Author Reiß, Markus


Showing results 1 to 18 of 18
Year of PublicationTitleAuthor(s)
2000Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equationsReiß, Markus
2002Nonparametric estimation of scalar diffusions based on low frequency data is ill-posedGobet, Emmanuel; Hoffmann, Marc; Reiß, Markus
2002Adaptive wavelet Galerkin methods for linear inverse problemsCohen, Albert; Hoffmann, Marc; Reiß, Markus
2003Transitional Dynamics in the Uzawa-Lucas Model of Endogenous GrowthReiß, Markus; Bethmann, Dirk
2003Adaptive estimation for affine stochastic delay differential equationsReiß, Markus
2005Discretisation of stochastic control problems for continuous time dynamics with delayFischer, Markus; Reiß, Markus
2005An optimal stopping problem in a diffusion-type model with delayGapeev, Pavel V.; Reiß, Markus
2006Spectral calibration of exponential LévyBelomestny, Denis; Reiß, Markus
2006Spectral calibration of exponential LévyBelomestny, Denis; Reiß, Markus
2007On rate optimality for ill-posed inverse problems in econometricsChen, Xiaohong; Reiß, Markus
2010Estimation of the characteristics of a Lévy process observed at arbitrary frequencyKappus, Johanna; Reiß, Markus
2011Asymptotic equivalence and sufficiency for volatility estimation under microstructure noiseReiß, Markus
2011Pointwise adaptive estimation for quantile regressionReiß, Markus; Rozenholc, Yves; Cuenod, Charles A.
2011Estimation of the characteristics of a Lévy process observed at arbitrary frequencyKappus, Johanna; Reiß, Markus
2011Spectral estimation of covolatility from noisy observations using local weightsBibinger, Markus; Reiß, Markus
2012A Donsker theorem for Lévy measuresNickl, Richard; Reiß, Markus
2014Nonparametric test for a constant beta over a fixed time intervalReiß, Markus; Todorov, Viktor; Tauchen, George
2021Inference on the maximal rank of time-varying covariance matrices using high-frequency dataReiß, Markus; Winkelmann, Lars