MR
Markus Reiß
math.STstat.THmath.PRstat.APcs.NAmath.FAmath.NAq-bio.QMq-fin.STstat.ME
On Valency
published · living versionsW_3g6yp9ut·v1 · currentpublished
Preprints & journals
36 papers in the corpus · 2005–2026Rank tests for time-varying covariance matrices observed under noise2601.08353v1 · Markus Reiß, Lars Winkelmann2026 · 0 citationsarXiv
Information bounds for inference in stochastic evolution equations observed under noise2505.14051v1 · Gregor Pasemann, Markus Reiß2025 · 0 citationsarXiv
Comparing regularisation paths of (conjugate) gradient estimators in ridge regression2503.05542v4 · Laura Hucker, Markus Reiß, Thomas Stark2025 · 0 citationsarXiv
Early Stopping for Regression Trees2502.04709v3 · Ratmir Miftachov, Markus Reiß2025 · 0 citationsarXiv
Nonparametric Diffusivity Estimation for the Stochastic Heat Equation from Noisy Observations2410.00677v3 · Gregor Pasemann, Markus Reiß2024 · 0 citationsarXiv
Early stopping for conjugate gradients in statistical inverse problems2406.15001v2 · Laura Hucker, Markus Reiß2024 · 3 citationsarXiv
Change point estimation for a stochastic heat equation2307.10960v2 · Markus Reiß, Claudia Strauch, Lukas Trottner2023 · 1 citationarXiv
Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements2303.00074v2 · Josef Jan'ak, Markus Reiß2023 · 7 citationsarXiv
Estimation for the reaction term in semi-linear SPDEs under small diffusivity2203.10527v1 · Sascha Gaudlitz, Markus Reiß2022 · 12 citationsarXiv
Inference on the maximal rank of time-varying covariance matrices using high-frequency data2110.00363v1 · Markus Reiß, Lars Winkelmann2021 · 3 citationsarXiv
Parameter Estimation in an SPDE Model for Cell Repolarisation2010.06340v2 · Randolf Altmeyer, Till Bretschneider, Josef Jan'ak et al.2020 · 5 citationsarXiv
Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery1809.04140v1 · Markus Reiss, Johannes Schmidt-Hieber2018 · 9 citationsarXiv
Early stopping for statistical inverse problems via truncated SVD estimation1710.07278v3 · Gilles Blanchard, Marc Hoffmann, Markus Reiß2017 · 18 citationsarXiv
Wasserstein and total variation distance between marginals of Lévy processes1710.02715v2 · Ester Mariucci, Markus Reiß2017 · 26 citationsarXiv
Functional estimation and hypothesis testing in nonparametric boundary models1708.02854v2 · Markus Reiß, Martin Wahl2017 · 0 citationsarXiv
Estimating the Spot Covariation of Asset Prices - Statistical Theory and Empirical Evidence1707.02419v1 · Markus Bibinger, Nikolaus Hautsch, Peter Malec et al.2017 · 65 citationsarXiv
Posterior contraction rates for support boundary recovery1703.08358v3 · Markus Reiss, Johannes Schmidt-Hieber2017 · 3 citationsarXiv
Unbiased estimation of the volume of a convex body1502.05510v3 · Nikolay Baldin, Markus Reiß2015 · 16 citationsarXiv
Volatility estimation under one-sided errors with applications to limit order books1408.3768v4 · Markus Bibinger, Moritz Jirak, Markus Reiß2014 · 11 citationsarXiv
Exact and Asymptotic Tests on a Factor Model in Low and Large Dimensions with Applications1407.0471v3 · Taras Bodnar, Markus Reiss2014 · 17 citationsarXiv
Nonparametric test for a constant beta between \Ito semi-martingales based on high-frequency data1403.0349v2 · Markus Reiß, Viktor Todorov, George Tauchen2014 · 37 citationsarXiv
Model selection in a sparse heterogeneous framework1312.5839v1 · Laurent Cavalier, Markus Reiß2013 · 0 citationsarXiv
Testing the characteristics of a Lévy process1304.0877v2 · Markus Reiß2013 · 0 citationsarXiv
Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency1303.6146v3 · Markus Bibinger, Nikolaus Hautsch, Peter Malec et al.2013 · 106 citationsAnnals of Statistics 2014, Vol. 42, No. 4, 1312-1346
Adaptive quantile estimation in deconvolution with unknown error distribution1303.1698v5 · Itai Dattner, Markus Reiß, Mathias Trabs2013 · 38 citationsBernoulli 2016, Vol. 22, No. 1, 143-192
A remark on the rates of convergence for integrated volatility estimation in the presence of jumps1209.4173v2 · Jean Jacod, Markus Reiss2012 · 51 citationsAnnals of Statistics 2014, Vol. 42, No. 3, 1131-1144
A Donsker Theorem for Lévy Measures1201.0590v2 · Richard Nickl, Markus Reiß2012 · 7 citationsarXiv
Asymptotic equivalence for inference on the volatility from noisy observations1105.2128v1 · Markus Reiß2011 · 87 citationsAnnals of Statistics 2011, Vol. 39, No. 2, 772-802on Valency
Asymptotic Equivalence for Nonparametric Regression with Non-Regular Errors1101.5248v1 · Alexander Meister, Markus Reiß2011 · 27 citationsarXiv
Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise1001.3006v1 · Markus Reiß2010 · 0 citationsarXiv
Pointwise adaptive estimation for robust and quantile regression0904.0543v1 · Markus Reiss, Yves Rozenholc, Charles-Andre Cuenod2009 · 5 citationsarXiv
Nonlinear estimation for linear inverse problems with error in the operator0803.1956v1 · Marc Hoffmann, Markus Reiss2008 · 91 citationsAnnals of Statistics 2008, Vol. 36, No. 1, 310-336
On rate optimality for ill-posed inverse problems in econometrics0709.2003v1 · Xiaohong Chen, Markus Reiss2007 · 114 citationsarXiv
Nonparametric estimation for Lévy processes from low-frequency observations0709.2007v2 · Michael H. Neumann, Markus Reiss2007 · 121 citationsarXiv
Asymptotic equivalence for nonparametric regression with multivariate and random designmath/0607342v1 · Markus Reiß2006 · 87 citationsarXiv
Asymptotic statistical equivalence for ergodic diffusions: the multidimensional casemath/0505053v2 · Arnak Dalalyan (PMA), Markus Reiss (WIAS)2005 · 62 citationsProb. Theory and Rel. Fields 2007, Vol. 137, No. 1, 25-47
Career total: 95 works. 36 are in this corpus.
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