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Bibinger, Markus Hautsch, Nikolaus Malec, Peter Hoffmann, Marc Chen, Xiaohong Belomestny, Denis Gobet, Emmanuel Cohen, Albert Malec, Peter Kappus, Johanna Bethmann, Dirk Bethmann, Dirk Fischer, Markus Winkelmann, Lars Gapeev, Pavel V. Rozenholc, Yves Nickl, Richard Jirak, Moritz Tauchen, George Eugene Todorov, Viktor Cuenod, Charles A. All co-authors estimator schätztheorie based frequency data process time local optimal problem covariance nonparametric lévy spectral model spot continuous observations noise ill posed covariation inverse asymptotic rate method
Composed estimation theory ill posed nichtparametrisches verfahren nonparametric statistics stochastischer prozess stochastic process frequency data time series analysis nonparametric estimation method moments inverse problems quadratic covariation lévy process low frequency minimax rates inverse problem covariation asset local method asymptotic equivalence microstructure noise process observed rate optimality stochastic delay semi martingale price process non synchronous synchronous observations estimator constructed finite sample rates convergence share price method of moments regression analysis estimating spot spot covariation asset prices prices statistical statistical empirical empirical evidence volatility estimation adaptive estimation optimality ill posed inverse problems econometrics exponential lévy continuous time covariance matrix continuous semi new estimator constructed based noise propose integrated covolatility severely ill statistische methodenlehre statistical theory capital income noise trading noisy observations spectral calibration calibration exponential lévy models optimal stopping affine stochastic delay differential adaptive wavelet wavelet galerkin linear inverse log asset asset price subject noise noise non
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Markus Reiß Prof. Dr. B: 1973
Profession Mathematiker
Affiliations Humboldt-Universität zu Berlin. Institut für Mathematik
Publishing years Series SFB 649 discussion paper (15) Discussion papers of interdisciplinary research project 373 (5) Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse (3) Discussion paper (1) CFS working paper series (1) Cowles Foundation Discussion Paper (1) Cowles Foundation discussion paper (1) CEMMAP working papers / Centre for Microdata Methods and Practice (1) 
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