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Author ID: reiss.markus Recent zbMATH articles by "Reiß, Markus"
Published as: Reiß, Markus; Reiss, Markus; Reiß, M.
Documents Indexed: 49 Publications since 2002, including 3 Books
3 Contributions as Editor
Reviewing Activity: 59 Reviews
Co-Authors: 42 Co-Authors with 43 Joint Publications
819 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

46 Publications have been cited 748 times in 519 Documents Cited by Year
Nonparametric estimation for Lévy processes from low-frequency observations. Zbl 1200.62095
Neumann, Michael H.; Reiß, Markus
73
2009
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
45
2014
Spectral calibration of exponential Lévy models. Zbl 1126.91022
Belomestny, Denis; Reiß, Markus
44
2006
Nonparametric estimation of scalar diffusions based on low frequency data. Zbl 1056.62091
Gobet, Emmanuel; Hoffmann, Marc; Reiß, Markus
43
2004
Asymptotic equivalence for inference on the volatility from noisy observations. Zbl 1215.62113
Reiß, Markus
41
2011
Nonlinear estimation for linear inverse problems with error in the operator. Zbl 1134.65038
Hoffmann, Marc; Reiss, Markus
40
2008
Asymptotic equivalence for nonparametric regression with multivariate and random design. Zbl 1142.62023
Reiß, Markus
38
2008
On rate optimality for ill-posed inverse problems in econometrics. Zbl 1218.62028
Chen, Xiaohong; Reiss, Markus
35
2011
Adaptive wavelet Galerkin methods for linear inverse problems. Zbl 1077.65054
Cohen, Albert; Hoffmann, Marc; Reiss, Markus
35
2004
Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case. Zbl 1105.62004
Dalalyan, Arnak; Reiß, Markus
28
2007
Delay differential equations driven by Lévy processes: stationarity and Feller properties. Zbl 1109.60045
Reiß, M.; Riedle, M.; Van Gaans, O.
27
2006
A Donsker theorem for Lévy measures. Zbl 1310.60056
Nickl, Richard; Reiß, Markus
25
2012
A remark on the rates of convergence for integrated volatility estimation in the presence of jumps. Zbl 1305.62036
Jacod, Jean; Reiss, Markus
25
2014
Asymptotic statistical equivalence for scalar ergodic diffusions. Zbl 1081.62002
Dalalyan, Arnak; Reiß, Markus
18
2006
Regularization independent of the noise level: an analysis of quasi-optimality. Zbl 1147.49024
Bauer, Frank; Reiß, Markus
18
2008
Adaptive quantile estimation in deconvolution with unknown error distribution. Zbl 1388.62095
Dattner, Itai; Reiß, Markus; Trabs, Mathias
15
2016
Spectral estimation of covolatility from noisy observations using local weights. Zbl 1349.62441
Bibinger, Markus; Reiß, Markus
14
2014
Asymptotic equivalence for nonparametric regression with non-regular errors. Zbl 1257.62045
Meister, Alexander; Reiß, Markus
13
2013
Lévy matters IV. Estimation for discretely observed Lévy processes. Zbl 1330.60002
Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine; Masuda, Hiroki; Reiß, Markus
13
2015
Optimal adaptation for early stopping in statistical inverse problems. Zbl 1401.65058
Blanchard, Gilles; Hoffmann, Marc; Reiß, Markus
12
2018
Nonasymptotic upper bounds for the reconstruction error of PCA. Zbl 1450.62070
Reiss, Markus; Wahl, Martin
11
2020
Testing the characteristics of a Lévy process. Zbl 1294.62179
Reiß, Markus
11
2013
Adaptive function estimation in nonparametric regression with one-sided errors. Zbl 1305.62172
Jirak, Moritz; Meister, Alexander; Reiss, Markus
11
2014
High-frequency Donsker theorems for Lévy measures. Zbl 1333.60063
Nickl, Richard; Reiß, Markus; Söhl, Jakob; Trabs, Mathias
10
2016
Wasserstein and total variation distance between marginals of Lévy processes. Zbl 1405.60062
Mariucci, Ester; Reiß, Markus
10
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
10
2015
Nonparametric estimation for stochastic delay differential equations. Zbl 1032.62031
Reiß, Markus
9
2002
Unbiased estimation of the volume of a convex body. Zbl 1351.60059
Baldin, Nikolay; Reiß, Markus
7
2016
Exact and asymptotic tests on a factor model in low and large dimensions with applications. Zbl 1397.62209
Bodnar, Taras; Reiß, Markus
7
2016
Early stopping for statistical inverse problems via truncated SVD estimation. Zbl 1403.65025
Blanchard, Gilles; Hoffmann, Marc; Reiß, Markus
6
2018
Estimation and calibration of Lévy models via Fourier methods. Zbl 1332.62279
Belomestny, Denis; Reiß, Markus
6
2015
Discretisation of stochastic control problems for continuous time dynamics with delay. Zbl 1123.93088
Fischer, Markus; Reiß, Markus
6
2007
On Émery’s inequality and a variation-of-constants formula. Zbl 1127.60062
Reiß, Markus; Riedle, Markus; van Gaans, Onno
6
2007
Minimax rates of nonparametric drift estimation in affine stochastic delay differential equations. Zbl 1006.62074
Reiß, Markus
6
2002
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
Nonparametric estimation for linear SPDEs from local measurements. Zbl 1476.60099
Altmeyer, Randolf; Reiß, Markus
4
2021
Efficient estimation of functionals in nonparametric boundary models. Zbl 1380.62177
Reiß, Markus; Selk, Leonie
4
2017
Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding. Zbl 1294.62058
Cavalier, Laurent; Reiß, Markus
3
2014
Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery. Zbl 1452.62155
Reiss, Markus; Schmidt-Hieber, Johannes
2
2020
Volatility estimation under one-sided errors with applications to limit order books. Zbl 1353.60044
Bibinger, Markus; Jirak, Moritz; Reiss, Markus
2
2016
Nonparametric volatility estimation on the real line from low frequency data. Zbl 1271.62194
Reiß, Markus
1
2006
Preserving time structures while denoising a dynamical image. Zbl 1245.94027
Rozenholc, Yves; Reiß, Markus
1
2012
Estimating the delay time in affine stochastic delay differential equations. Zbl 1071.62074
Reiss, Markus
1
2004
Simplifying numerical analyses of Hamilton-Jacobi-Bellman equations. Zbl 1294.91130
Bethmann, Dirk; Reiß, Markus
1
2012
Parameter estimation in an SPDE model for cell repolarization. Zbl 07487269
Altmeyer, Randolf; Bretschneider, Till; Janák, Josef; Reiß, Markus
1
2022
Parameter estimation in an SPDE model for cell repolarization. Zbl 07487269
Altmeyer, Randolf; Bretschneider, Till; Janák, Josef; Reiß, Markus
1
2022
Nonparametric estimation for linear SPDEs from local measurements. Zbl 1476.60099
Altmeyer, Randolf; Reiß, Markus
4
2021
Nonasymptotic upper bounds for the reconstruction error of PCA. Zbl 1450.62070
Reiss, Markus; Wahl, Martin
11
2020
Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery. Zbl 1452.62155
Reiss, Markus; Schmidt-Hieber, Johannes
2
2020
Optimal adaptation for early stopping in statistical inverse problems. Zbl 1401.65058
Blanchard, Gilles; Hoffmann, Marc; Reiß, Markus
12
2018
Wasserstein and total variation distance between marginals of Lévy processes. Zbl 1405.60062
Mariucci, Ester; Reiß, Markus
10
2018
Early stopping for statistical inverse problems via truncated SVD estimation. Zbl 1403.65025
Blanchard, Gilles; Hoffmann, Marc; Reiß, Markus
6
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
15
2016
High-frequency Donsker theorems for Lévy measures. Zbl 1333.60063
Nickl, Richard; Reiß, Markus; Söhl, Jakob; Trabs, Mathias
10
2016
Unbiased estimation of the volume of a convex body. Zbl 1351.60059
Baldin, Nikolay; Reiß, Markus
7
2016
Exact and asymptotic tests on a factor model in low and large dimensions with applications. Zbl 1397.62209
Bodnar, Taras; Reiß, Markus
7
2016
Volatility estimation under one-sided errors with applications to limit order books. Zbl 1353.60044
Bibinger, Markus; Jirak, Moritz; Reiss, Markus
2
2016
Lévy matters IV. Estimation for discretely observed Lévy processes. Zbl 1330.60002
Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine; Masuda, Hiroki; Reiß, Markus
13
2015
Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data. Zbl 1362.62106
Reiß, Markus; Todorov, Viktor; Tauchen, George
10
2015
Estimation and calibration of Lévy models via Fourier methods. Zbl 1332.62279
Belomestny, Denis; Reiß, Markus
6
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
45
2014
A remark on the rates of convergence for integrated volatility estimation in the presence of jumps. Zbl 1305.62036
Jacod, Jean; Reiss, Markus
25
2014
Spectral estimation of covolatility from noisy observations using local weights. Zbl 1349.62441
Bibinger, Markus; Reiß, Markus
14
2014
Adaptive function estimation in nonparametric regression with one-sided errors. Zbl 1305.62172
Jirak, Moritz; Meister, Alexander; Reiss, Markus
11
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
13
2013
Testing the characteristics of a Lévy process. Zbl 1294.62179
Reiß, Markus
11
2013
A Donsker theorem for Lévy measures. Zbl 1310.60056
Nickl, Richard; Reiß, Markus
25
2012
Preserving time structures while denoising a dynamical image. Zbl 1245.94027
Rozenholc, Yves; Reiß, Markus
1
2012
Simplifying numerical analyses of Hamilton-Jacobi-Bellman equations. Zbl 1294.91130
Bethmann, Dirk; Reiß, Markus
1
2012
Asymptotic equivalence for inference on the volatility from noisy observations. Zbl 1215.62113
Reiß, Markus
41
2011
On rate optimality for ill-posed inverse problems in econometrics. Zbl 1218.62028
Chen, Xiaohong; Reiss, Markus
35
2011
Nonparametric estimation for Lévy processes from low-frequency observations. Zbl 1200.62095
Neumann, Michael H.; Reiß, Markus
73
2009
Nonlinear estimation for linear inverse problems with error in the operator. Zbl 1134.65038
Hoffmann, Marc; Reiss, Markus
40
2008
Asymptotic equivalence for nonparametric regression with multivariate and random design. Zbl 1142.62023
Reiß, Markus
38
2008
Regularization independent of the noise level: an analysis of quasi-optimality. Zbl 1147.49024
Bauer, Frank; Reiß, Markus
18
2008
Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case. Zbl 1105.62004
Dalalyan, Arnak; Reiß, Markus
28
2007
Discretisation of stochastic control problems for continuous time dynamics with delay. Zbl 1123.93088
Fischer, Markus; Reiß, Markus
6
2007
On Émery’s inequality and a variation-of-constants formula. Zbl 1127.60062
Reiß, Markus; Riedle, Markus; van Gaans, Onno
6
2007
Spectral calibration of exponential Lévy models. Zbl 1126.91022
Belomestny, Denis; Reiß, Markus
44
2006
Delay differential equations driven by Lévy processes: stationarity and Feller properties. Zbl 1109.60045
Reiß, M.; Riedle, M.; Van Gaans, O.
27
2006
Asymptotic statistical equivalence for scalar ergodic diffusions. Zbl 1081.62002
Dalalyan, Arnak; Reiß, Markus
18
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
Nonparametric estimation of scalar diffusions based on low frequency data. Zbl 1056.62091
Gobet, Emmanuel; Hoffmann, Marc; Reiß, Markus
43
2004
Adaptive wavelet Galerkin methods for linear inverse problems. Zbl 1077.65054
Cohen, Albert; Hoffmann, Marc; Reiss, Markus
35
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
9
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 600 Authors

29 Reiß, Markus
14 Todorov, Viktor
13 Belomestny, Denis
12 Comte, Fabienne
12 Trabs, Mathias
11 Genon-Catalot, Valentine
9 Bibinger, Markus
9 Nickl, Richard
8 Florens, Jean-Pierre
8 Gugushvili, Shota
8 Hoffmann, Marc
8 Johannes, Jan
8 Schmidt-Hieber, Johannes
7 Duval, Céline
7 Kappus, Johanna
7 Kurisu, Daisuke
7 Mariucci, Ester
7 Xiu, Dacheng
6 Bodnar, Taras
6 Gloter, Arnaud
6 Jacod, Jean
6 Kim, Donggyu
6 Mykland, Per Aslak
6 Söhl, Jakob
5 Aït-Sahalia, Yacine
5 Benhaddou, Rida
5 Chen, Xiaohong
5 Li, Jia
5 Meister, Alexander
5 Munk, Axel
5 Pensky, Marianna
5 Strauch, Claudia
5 Tauchen, George E.
5 Wang, Yazhen
4 Amorino, Chiara
4 Bigot, Jéremie
4 Breunig, Christoph
4 Clinet, Simon
4 Dalalyan, Arnak S.
4 Delattre, Sylvain
4 Dette, Holger
4 Fan, Jianqing
4 Hohage, Thorsten
4 Jahn, Tim
4 Kato, Kengo
4 Koike, Yuta
4 Mabon, Gwennaëlle
4 Marteau, Clément
4 Nishiyama, Yoichi
4 Otsu, Taisuke
4 Potiron, Yoann
4 Riedle, Markus
4 Schoenmakers, John G. M.
4 Simoni, Anna
4 Spreij, Peter
4 Tsybakov, Alexandre B.
4 Vetter, Mathias
4 Yin, George Gang
3 Bao, Jianhai
3 Blanchard, Gilles
3 Catalano, Marta
3 Chen, Zhang
3 Federico, Salvatore
3 Gadat, Sébastien
3 Galtchouk, Leonid I.
3 González Cázares, Jorge
3 Kindermann, Stefan
3 Kristensen, Dennis
3 Li, Housen
3 Lijoi, Antonio
3 Loubes, Jean-Michel
3 Mammen, Enno
3 Mao, Xuerong
3 Masuda, Hiroki
3 Mazur, Stepan
3 Negri, Ilia
3 Ogihara, Teppei
3 Parolya, Nestor R.
3 Pergamenshchikov, Sergeĭ Markovich
3 Privault, Nicolas
3 Prünster, Igor
3 Ray, Kolyan
3 Sapatinas, Theofanis
3 Schmisser, Emeline
3 Szkutnik, Zbigniew
3 van der Meulen, Frank Henri
3 Vareschi, T.
3 Wahl, Martin
3 Wang, Bixiang
3 Winkelmann, Lars
3 Yoshida, Nakahiro
3 Yuan, Chenggui
3 Zhang, Lan
2 Abraham, Kweku
2 Adusumilli, Karun
2 Altmeyer, Randolf
2 Appleby, John A. D.
2 Autin, Florent
2 Brouste, Alexandre
2 Brunel, Victor-Emmanuel
...and 500 more Authors
all top 5

Cited in 118 Serials

48 The Annals of Statistics
48 Journal of Econometrics
45 Electronic Journal of Statistics
41 Stochastic Processes and their Applications
36 Bernoulli
20 Econometric Theory
15 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
14 Statistical Inference for Stochastic Processes
12 Journal of Statistical Planning and Inference
11 Journal of Multivariate Analysis
11 Statistics & Probability Letters
9 Finance and Stochastics
8 Mathematical Methods of Statistics
8 Journal of Nonparametric Statistics
7 Probability Theory and Related Fields
6 Inverse Problems
6 Annals of the Institute of Statistical Mathematics
6 Quantitative Finance
6 SIAM/ASA Journal on Uncertainty Quantification
5 Statistics
5 Communications in Statistics. Theory and Methods
5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
5 Journal of the Korean Statistical Society
3 Scandinavian Journal of Statistics
3 Journal of the American Statistical Association
3 Journal of Differential Equations
3 Statistical Science
3 Journal of Theoretical Probability
3 The Annals of Applied Probability
3 Mathematical Statistics and Learning
3 Japanese Journal of Statistics and Data Science
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 Proceedings of the American Mathematical Society
2 SIAM Journal on Control and Optimization
2 SIAM Journal on Numerical Analysis
2 Insurance Mathematics & Economics
2 Stochastic Analysis and Applications
2 Journal of Integral Equations and Applications
2 Potential Analysis
2 Theory of Probability and Mathematical Statistics
2 Applied and Computational Harmonic Analysis
2 ETNA. Electronic Transactions on Numerical Analysis
2 Statistica Sinica
2 Mathematical Finance
2 Journal of the European Mathematical Society (JEMS)
2 Methodology and Computing in Applied Probability
2 Discrete and Continuous Dynamical Systems. Series B
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 International Journal of Wavelets, Multiresolution and Information Processing
2 Advances in Difference Equations
2 Modern Stochastics. Theory and Applications
1 Advances in Applied Probability
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 Nonlinearity
1 Physica A
1 Mathematics of Computation
1 Applied Mathematics and Computation
1 Automatica
1 Journal of Approximation Theory
1 Journal of Computational and Applied Mathematics
1 Journal of Economic Theory
1 Journal of Functional Analysis
1 Numerical Functional Analysis and Optimization
1 Journal of the Japan Statistical Society
1 Applied Mathematics and Mechanics. (English Edition)
1 Bulletin of the Iranian Mathematical Society
1 Physica D
1 Parallel Computing
1 Acta Mathematicae Applicatae Sinica. English Series
1 Journal of Complexity
1 MCSS. Mathematics of Control, Signals, and Systems
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. Simulation and Computation
1 European Journal of Operational Research
1 Computational Statistics and Data Analysis
1 Test
1 SIAM Journal on Scientific Computing
1 NoDEA. Nonlinear Differential Equations and Applications
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 Acta Mathematica Sinica. English Series
1 Brazilian Journal of Probability and Statistics
...and 18 more Serials

Citations by Year