The following pages link to Markus Reiss (Q480979):
Displaying 50 items.
- (Q247514) (redirect page) (← links)
- Unbiased estimation of the volume of a convex body (Q335644) (← links)
- Volatility estimation under one-sided errors with applications to limit order books (Q350689) (← links)
- Simplifying numerical analyses of Hamilton-Jacobi-Bellman equations (Q405781) (← links)
- Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency (Q464183) (← links)
- Lévy matters IV. Estimation for discretely observed Lévy processes (Q476619) (← links)
- Adaptive function estimation in nonparametric regression with one-sided errors (Q480980) (← links)
- Efficient estimation of functionals in nonparametric boundary models (Q520687) (← links)
- Asymptotic equivalence for inference on the volatility from noisy observations (Q548535) (← links)
- Nonparametric estimation for Lévy processes from low-frequency observations (Q605855) (← links)
- Some results on stochastic differential equations with reflecting boundary conditions (Q702404) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Existence of solutions of nonlinear stochastic integrodifferential inclusions in a Hilbert space (Q815271) (← links)
- Asymptotic statistical equivalence for scalar ergodic diffusions (Q816989) (← links)
- Delay differential equations driven by Lévy processes: stationarity and Feller properties (Q855685) (← links)
- Estimating stochastic dynamical systems driven by a continuous-time jump Markov process (Q861540) (← links)
- Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (Q866947) (← links)
- Robust stability for stochastic Hopfield neural networks with time delays (Q867963) (← links)
- On oscillations of the geometric Brownian motion with time-delayed drift (Q868267) (← links)
- A note on strong solutions of stochastic differential equations with a discontinuous drift coeffi\-cient (Q871363) (← links)
- Spectral calibration of exponential Lévy models (Q881412) (← links)
- Discretisation of stochastic control problems for continuous time dynamics with delay (Q885948) (← links)
- Asymptotic equivalence for nonparametric regression with multivariate and random design (Q939669) (← links)
- Asymptotic stability of some stochastic evolution equations. (Q1405060) (← links)
- On Poisson equation and diffusion approximation. II. (Q1431482) (← links)
- Stability of stationary solutions. (Q1432124) (← links)
- Probabilistic approach to the strong Feller property (Q1591369) (← links)
- Existence, uniqueness, and asymptotic behavior of mild solutions to stochastic functional differential equations in Hilbert spaces (Q1604634) (← links)
- Moment Lyapunov exponent of delay differential equations (Q1608183) (← links)
- Early stopping for statistical inverse problems via truncated SVD estimation (Q1616307) (← links)
- Wasserstein and total variation distance between marginals of Lévy processes (Q1657964) (← links)
- A Donsker theorem for Lévy measures (Q1762342) (← links)
- Nonparametric estimation of scalar diffusions based on low frequency data (Q1766134) (← links)
- Adaptive estimation for affine stochastic delay differential equations (Q1767483) (← links)
- Second-order neutral stochastic evolution equations with heredity (Q1774447) (← links)
- Minimax rates of nonparametric drift estimation in affine stochastic delay differential equations (Q1857351) (← links)
- On the Poisson equation and diffusion approximation. I (Q1872216) (← links)
- Asymptotic equivalence for nonparametric regression with non-regular errors (Q1939553) (← links)
- Nonasymptotic upper bounds for the reconstruction error of PCA (Q2196210) (← links)
- Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery (Q2196227) (← links)
- Posterior contraction rates for support boundary recovery (Q2229557) (← links)
- Nonparametric estimation for linear SPDEs from local measurements (Q2240807) (← links)
- Functional estimation and hypothesis testing in nonparametric boundary models (Q2325335) (← links)
- Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data (Q2347453) (← links)
- Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding (Q2447094) (← links)
- Testing the characteristics of a Lévy process (Q2447654) (← links)
- Nonlinear estimation for linear inverse problems with error in the operator (Q2477062) (← links)
- An optimal stopping problem in a diffusion-type model with delay (Q2489871) (← links)
- A stochastic Tikhonov theorem in infinite dimensions (Q2502189) (← links)
- A remark on the rates of convergence for integrated volatility estimation in the presence of jumps (Q2510829) (← links)
