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Author ID: reiss.markus Recent zbMATH articles by "Reiß, Markus"
Published as: Reiß, Markus; Reiss, Markus; Reiß, M.

Publications by Year

Citations contained in zbMATH Open

48 Publications have been cited 884 times in 608 Documents Cited by Year
Nonparametric estimation for Lévy processes from low-frequency observations. Zbl 1200.62095
Neumann, Michael H.; Reiß, Markus
78
2009
Nonparametric estimation of scalar diffusions based on low frequency data. Zbl 1056.62091
Gobet, Emmanuel; Hoffmann, Marc; Reiß, Markus
53
2004
Spectral calibration of exponential Lévy models. Zbl 1126.91022
Belomestny, Denis; Reiß, Markus
50
2006
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
50
2014
Nonlinear estimation for linear inverse problems with error in the operator. Zbl 1134.65038
Hoffmann, Marc; Reiss, Markus
44
2008
Asymptotic equivalence for inference on the volatility from noisy observations. Zbl 1215.62113
Reiß, Markus
43
2011
Asymptotic equivalence for nonparametric regression with multivariate and random design. Zbl 1142.62023
Reiß, Markus
42
2008
Adaptive wavelet Galerkin methods for linear inverse problems. Zbl 1077.65054
Cohen, Albert; Hoffmann, Marc; Reiss, Markus
38
2004
On rate optimality for ill-posed inverse problems in econometrics. Zbl 1218.62028
Chen, Xiaohong; Reiss, Markus
37
2011
Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case. Zbl 1105.62004
Dalalyan, Arnak; Reiß, Markus
33
2007
Delay differential equations driven by Lévy processes: stationarity and Feller properties. Zbl 1109.60045
Reiß, M.; Riedle, M.; Van Gaans, O.
33
2006
A Donsker theorem for Lévy measures. Zbl 1310.60056
Nickl, Richard; Reiß, Markus
28
2012
A remark on the rates of convergence for integrated volatility estimation in the presence of jumps. Zbl 1305.62036
Jacod, Jean; Reiss, Markus
27
2014
Regularization independent of the noise level: an analysis of quasi-optimality. Zbl 1147.49024
Bauer, Frank; Reiß, Markus
23
2008
Nonasymptotic upper bounds for the reconstruction error of PCA. Zbl 1450.62070
Reiss, Markus; Wahl, Martin
21
2020
Adaptive quantile estimation in deconvolution with unknown error distribution. Zbl 1388.62095
Dattner, Itai; Reiß, Markus; Trabs, Mathias
20
2016
Lévy matters IV. Estimation for discretely observed Lévy processes. Zbl 1330.60002
Belomestny, Denis; Comte, Fabienne; Genon-Catalot, Valentine; Masuda, Hiroki; Reiß, Markus
20
2015
Asymptotic statistical equivalence for scalar ergodic diffusions. Zbl 1081.62002
Dalalyan, Arnak; Reiß, Markus
19
2006
Asymptotic equivalence for nonparametric regression with non-regular errors. Zbl 1257.62045
Meister, Alexander; Reiß, Markus
17
2013
Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data. Zbl 1362.62106
Reiß, Markus; Todorov, Viktor; Tauchen, George
16
2015
Spectral estimation of covolatility from noisy observations using local weights. Zbl 1349.62441
Bibinger, Markus; Reiß, Markus
15
2014
Optimal adaptation for early stopping in statistical inverse problems. Zbl 1401.65058
Blanchard, Gilles; Hoffmann, Marc; Reiß, Markus
14
2018
Testing the characteristics of a Lévy process. Zbl 1294.62179
Reiß, Markus
13
2013
High-frequency Donsker theorems for Lévy measures. Zbl 1333.60063
Nickl, Richard; Reiß, Markus; Söhl, Jakob; Trabs, Mathias
13
2016
Adaptive function estimation in nonparametric regression with one-sided errors. Zbl 1305.62172
Jirak, Moritz; Meister, Alexander; Reiss, Markus
12
2014
Wasserstein and total variation distance between marginals of Lévy processes. Zbl 1405.60062
Mariucci, Ester; Reiß, Markus
11
2018
Nonparametric estimation for linear SPDEs from local measurements. Zbl 1476.60099
Altmeyer, Randolf; Reiß, Markus
11
2021
Nonparametric estimation for stochastic delay differential equations. Zbl 1032.62031
Reiß, Markus
10
2002
Exact and asymptotic tests on a factor model in low and large dimensions with applications. Zbl 1397.62209
Bodnar, Taras; Reiß, Markus
10
2016
Early stopping for statistical inverse problems via truncated SVD estimation. Zbl 1403.65025
Blanchard, Gilles; Hoffmann, Marc; Reiß, Markus
9
2018
Estimation and calibration of Lévy models via Fourier methods. Zbl 1332.62279
Belomestny, Denis; Reiß, Markus
8
2015
On Émery’s inequality and a variation-of-constants formula. Zbl 1127.60062
Reiß, Markus; Riedle, Markus; van Gaans, Onno
7
2007
Unbiased estimation of the volume of a convex body. Zbl 1351.60059
Baldin, Nikolay; Reiß, Markus
7
2016
Parameter estimation in an SPDE model for cell repolarization. Zbl 1523.35309
Altmeyer, Randolf; Bretschneider, Till; Janák, Josef; Reiß, Markus
7
2022
Adaptive estimation for affine stochastic delay differential equations. Zbl 1059.62089
Reiss, Markus
6
2005
Minimax rates of nonparametric drift estimation in affine stochastic delay differential equations. Zbl 1006.62074
Reiß, Markus
6
2002
Discretisation of stochastic control problems for continuous time dynamics with delay. Zbl 1123.93088
Fischer, Markus; Reiß, Markus
6
2007
Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery. Zbl 1452.62155
Reiss, Markus; Schmidt-Hieber, Johannes
5
2020
Efficient estimation of functionals in nonparametric boundary models. Zbl 1380.62177
Reiß, Markus; Selk, Leonie
5
2017
An optimal stopping problem in a diffusion-type model with delay. Zbl 1092.60017
Gapeev, Pavel V.; Reiß, Markus
5
2006
Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding. Zbl 1294.62058
Cavalier, Laurent; Reiß, Markus
4
2014
Volatility estimation under one-sided errors with applications to limit order books. Zbl 1353.60044
Bibinger, Markus; Jirak, Moritz; Reiss, Markus
2
2016
Estimating the delay time in affine stochastic delay differential equations. Zbl 1071.62074
Reiss, Markus
1
2004
Preserving time structures while denoising a dynamical image. Zbl 1245.94027
Rozenholc, Yves; Reiß, Markus
1
2012
Nonparametric volatility estimation on the real line from low frequency data. Zbl 1271.62194
Reiß, Markus
1
2006
Functional estimation and hypothesis testing in nonparametric boundary models. Zbl 1428.62162
Reiß, Markus; Wahl, Martin
1
2019
Simplifying numerical analyses of Hamilton-Jacobi-Bellman equations. Zbl 1294.91130
Bethmann, Dirk; Reiß, Markus
1
2012
Posterior contraction rates for support boundary recovery. Zbl 1460.62019
Reiß, Markus; Schmidt-Hieber, Johannes
1
2020
Parameter estimation in an SPDE model for cell repolarization. Zbl 1523.35309
Altmeyer, Randolf; Bretschneider, Till; Janák, Josef; Reiß, Markus
7
2022
Nonparametric estimation for linear SPDEs from local measurements. Zbl 1476.60099
Altmeyer, Randolf; Reiß, Markus
11
2021
Nonasymptotic upper bounds for the reconstruction error of PCA. Zbl 1450.62070
Reiss, Markus; Wahl, Martin
21
2020
Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery. Zbl 1452.62155
Reiss, Markus; Schmidt-Hieber, Johannes
5
2020
Posterior contraction rates for support boundary recovery. Zbl 1460.62019
Reiß, Markus; Schmidt-Hieber, Johannes
1
2020
Functional estimation and hypothesis testing in nonparametric boundary models. Zbl 1428.62162
Reiß, Markus; Wahl, Martin
1
2019
Optimal adaptation for early stopping in statistical inverse problems. Zbl 1401.65058
Blanchard, Gilles; Hoffmann, Marc; Reiß, Markus
14
2018
Wasserstein and total variation distance between marginals of Lévy processes. Zbl 1405.60062
Mariucci, Ester; Reiß, Markus
11
2018
Early stopping for statistical inverse problems via truncated SVD estimation. Zbl 1403.65025
Blanchard, Gilles; Hoffmann, Marc; Reiß, Markus
9
2018
Efficient estimation of functionals in nonparametric boundary models. Zbl 1380.62177
Reiß, Markus; Selk, Leonie
5
2017
Adaptive quantile estimation in deconvolution with unknown error distribution. Zbl 1388.62095
Dattner, Itai; Reiß, Markus; Trabs, Mathias
20
2016
High-frequency Donsker theorems for Lévy measures. Zbl 1333.60063
Nickl, Richard; Reiß, Markus; Söhl, Jakob; Trabs, Mathias
13
2016
Exact and asymptotic tests on a factor model in low and large dimensions with applications. Zbl 1397.62209
Bodnar, Taras; Reiß, Markus
10
2016
Unbiased estimation of the volume of a convex body. Zbl 1351.60059
Baldin, Nikolay; 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
20
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
16
2015
Estimation and calibration of Lévy models via Fourier methods. Zbl 1332.62279
Belomestny, Denis; Reiß, Markus
8
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
50
2014
A remark on the rates of convergence for integrated volatility estimation in the presence of jumps. Zbl 1305.62036
Jacod, Jean; Reiss, Markus
27
2014
Spectral estimation of covolatility from noisy observations using local weights. Zbl 1349.62441
Bibinger, Markus; Reiß, Markus
15
2014
Adaptive function estimation in nonparametric regression with one-sided errors. Zbl 1305.62172
Jirak, Moritz; Meister, Alexander; Reiss, Markus
12
2014
Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding. Zbl 1294.62058
Cavalier, Laurent; Reiß, Markus
4
2014
Asymptotic equivalence for nonparametric regression with non-regular errors. Zbl 1257.62045
Meister, Alexander; Reiß, Markus
17
2013
Testing the characteristics of a Lévy process. Zbl 1294.62179
Reiß, Markus
13
2013
A Donsker theorem for Lévy measures. Zbl 1310.60056
Nickl, Richard; Reiß, Markus
28
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
43
2011
On rate optimality for ill-posed inverse problems in econometrics. Zbl 1218.62028
Chen, Xiaohong; Reiss, Markus
37
2011
Nonparametric estimation for Lévy processes from low-frequency observations. Zbl 1200.62095
Neumann, Michael H.; Reiß, Markus
78
2009
Nonlinear estimation for linear inverse problems with error in the operator. Zbl 1134.65038
Hoffmann, Marc; Reiss, Markus
44
2008
Asymptotic equivalence for nonparametric regression with multivariate and random design. Zbl 1142.62023
Reiß, Markus
42
2008
Regularization independent of the noise level: an analysis of quasi-optimality. Zbl 1147.49024
Bauer, Frank; Reiß, Markus
23
2008
Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case. Zbl 1105.62004
Dalalyan, Arnak; Reiß, Markus
33
2007
On Émery’s inequality and a variation-of-constants formula. Zbl 1127.60062
Reiß, Markus; Riedle, Markus; van Gaans, Onno
7
2007
Discretisation of stochastic control problems for continuous time dynamics with delay. Zbl 1123.93088
Fischer, Markus; Reiß, Markus
6
2007
Spectral calibration of exponential Lévy models. Zbl 1126.91022
Belomestny, Denis; Reiß, Markus
50
2006
Delay differential equations driven by Lévy processes: stationarity and Feller properties. Zbl 1109.60045
Reiß, M.; Riedle, M.; Van Gaans, O.
33
2006
Asymptotic statistical equivalence for scalar ergodic diffusions. Zbl 1081.62002
Dalalyan, Arnak; Reiß, Markus
19
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
6
2005
Nonparametric estimation of scalar diffusions based on low frequency data. Zbl 1056.62091
Gobet, Emmanuel; Hoffmann, Marc; Reiß, Markus
53
2004
Adaptive wavelet Galerkin methods for linear inverse problems. Zbl 1077.65054
Cohen, Albert; Hoffmann, Marc; Reiss, Markus
38
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
10
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 710 Authors

31 Reiß, Markus
16 Belomestny, Denis
15 Todorov, Viktor
15 Trabs, Mathias
14 Comte, Fabienne
11 Genon-Catalot, Valentine
10 Bibinger, Markus
10 Nickl, Richard
10 Schmidt-Hieber, Johannes
9 Bodnar, Taras
9 Duval, Céline
9 Florens, Jean-Pierre
9 Gugushvili, Shota
8 Hoffmann, Marc
8 Johannes, Jan
8 Kappus, Johanna
8 Kim, Donggyu
8 Mariucci, Ester
8 Wahl, Martin
7 Gloter, Arnaud
7 Kurisu, Daisuke
7 Mykland, Per Aslak
7 Strauch, Claudia
7 Xiu, Dacheng
6 Benhaddou, Rida
6 Fan, Jianqing
6 Jacod, Jean
6 Li, Jia
6 Meister, Alexander
6 Söhl, Jakob
6 Wang, Yazhen
6 Werner, Frank
5 Aït-Sahalia, Yacine
5 Amorino, Chiara
5 Breunig, Christoph
5 Chen, Xiaohong
5 Dette, Holger
5 Jahn, Tim
5 Koike, Yuta
5 Munk, Axel
5 Pensky, Marianna
5 Ray, Kolyan
5 Spreij, Peter
5 Tauchen, George E.
4 Bao, Jianhai
4 Bigot, Jéremie
4 Clinet, Simon
4 Dalalyan, Arnak S.
4 Delattre, Sylvain
4 Di Persio, Luca
4 Hohage, Thorsten
4 Kato, Kengo
4 Mabon, Gwennaëlle
4 Marteau, Clément
4 Nishiyama, Yoichi
4 Ogihara, Teppei
4 Otsu, Taisuke
4 Parolya, Nestor R.
4 Potiron, Yoann
4 Riedle, Markus
4 Schoenmakers, John G. M.
4 Simoni, Anna
4 Tsybakov, Alexandre B.
4 van der Meulen, Frank Henri
4 Vetter, Mathias
4 Winkelmann, Lars
4 Yin, George Gang
4 Yuan, Chenggui
4 Zhang, Lan
3 Altmeyer, Randolf
3 Blanchard, Gilles
3 Catalano, Marta
3 Chen, Zhang
3 Cordoni, Francesco Giuseppe
3 Federico, Salvatore
3 Gadat, Sébastien
3 Galtchouk, Leonid I.
3 González Cázares, Jorge
3 Hoffmann, Michael
3 Jeon, Jeong Min
3 Juditsky, Anatoli B.
3 Kindermann, Stefan
3 Klüppelberg, Claudia
3 Kolchinskiĭ, Vladimir I’ich
3 Kristensen, Dennis
3 Lacour, Claire
3 Li, Housen
3 Lijoi, Antonio
3 Loubes, Jean-Michel
3 Mammen, Enno
3 Mao, Xuerong
3 Masuda, Hiroki
3 Mazur, Stepan
3 Mies, Fabian
3 Negri, Ilia
3 Pergamenshchikov, Sergeĭ Markovich
3 Privault, Nicolas
3 Prünster, Igor
3 Sapatinas, Theofanis
3 Schmisser, Emeline
...and 610 more Authors
all top 5

Cited in 138 Serials

58 The Annals of Statistics
54 Journal of Econometrics
52 Electronic Journal of Statistics
43 Stochastic Processes and their Applications
43 Bernoulli
20 Econometric Theory
16 Statistical Inference for Stochastic Processes
15 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
13 Journal of Multivariate Analysis
12 Journal of Statistical Planning and Inference
12 Statistics & Probability Letters
9 Finance and Stochastics
8 Mathematical Methods of Statistics
8 Journal of Nonparametric Statistics
7 Inverse Problems
7 Scandinavian Journal of Statistics
7 Probability Theory and Related Fields
7 SIAM/ASA Journal on Uncertainty Quantification
6 Annals of the Institute of Statistical Mathematics
6 Statistics
6 The Annals of Applied Probability
6 Communications in Statistics. Theory and Methods
6 Quantitative Finance
6 Japanese Journal of Statistics and Data Science
5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
5 Journal of the Korean Statistical Society
4 Theory of Probability and Mathematical Statistics
3 Journal of the American Statistical Association
3 Journal of Differential Equations
3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
3 Numerische Mathematik
3 Statistical Science
3 Journal of Theoretical Probability
3 Methodology and Computing in Applied Probability
3 Oberwolfach Reports
3 Journal of Business and Economic Statistics
3 Mathematical Statistics and Learning
2 Journal of Mathematical Analysis and Applications
2 Metrika
2 Applied Mathematics and Computation
2 Applied Mathematics and Optimization
2 Mathematics and Computers in Simulation
2 Proceedings of the American Mathematical Society
2 SIAM Journal on Control and Optimization
2 SIAM Journal on Numerical Analysis
2 Statistica Neerlandica
2 Insurance Mathematics & Economics
2 Journal of Time Series Analysis
2 Stochastic Analysis and Applications
2 Journal of Integral Equations and Applications
2 Potential Analysis
2 Applied and Computational Harmonic Analysis
2 ETNA. Electronic Transactions on Numerical Analysis
2 NoDEA. Nonlinear Differential Equations and Applications
2 Statistica Sinica
2 Mathematical Finance
2 Journal of the European Mathematical Society (JEMS)
2 Discrete and Continuous Dynamical Systems. Series B
2 Journal of Machine Learning Research (JMLR)
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 Computational Physics
1 Journal of Mathematical Physics
1 Lithuanian Mathematical Journal
1 Nonlinearity
1 Physica A
1 Mathematics of Computation
1 Reviews in Mathematical Physics
1 Chaos, Solitons and Fractals
1 Advances in Mathematics
1 Automatica
1 Journal of Applied Probability
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 International Journal of Robust and Nonlinear Control
1 Computational Optimization and Applications
...and 38 more Serials
all top 5

Cited in 36 Fields

490 Statistics (62-XX)
283 Probability theory and stochastic processes (60-XX)
95 Numerical analysis (65-XX)
83 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
26 Ordinary differential equations (34-XX)
25 Partial differential equations (35-XX)
22 Operator theory (47-XX)
19 Harmonic analysis on Euclidean spaces (42-XX)
16 Systems theory; control (93-XX)
10 Functional analysis (46-XX)
10 Computer science (68-XX)
9 Dynamical systems and ergodic theory (37-XX)
9 Integral equations (45-XX)
9 Biology and other natural sciences (92-XX)
6 Calculus of variations and optimal control; optimization (49-XX)
5 Approximations and expansions (41-XX)
5 Operations research, mathematical programming (90-XX)
4 General and overarching topics; collections (00-XX)
4 Linear and multilinear algebra; matrix theory (15-XX)
4 Information and communication theory, circuits (94-XX)
3 Convex and discrete geometry (52-XX)
2 Combinatorics (05-XX)
2 Measure and integration (28-XX)
2 Global analysis, analysis on manifolds (58-XX)
2 Statistical mechanics, structure of matter (82-XX)
1 History and biography (01-XX)
1 Special functions (33-XX)
1 Difference and functional equations (39-XX)
1 Abstract harmonic analysis (43-XX)
1 General topology (54-XX)
1 Algebraic topology (55-XX)
1 Mechanics of particles and systems (70-XX)
1 Classical thermodynamics, heat transfer (80-XX)
1 Quantum theory (81-XX)
1 Relativity and gravitational theory (83-XX)
1 Geophysics (86-XX)

Citations by Year