4. Mathematics
  5. Statistics Theory

Johannes Schmidt-Hieber

Mathematics – Statistics Theory

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Adaptive wavelet estimation of the diffusion coefficient under additive error measurements

Mathematics – Statistics Theory
Scientific paper

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Lower bounds for volatility estimation in microstructure noise models

Mathematics – Statistics Theory
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Multiscale Methods for Shape Constraints in Deconvolution: Confidence Statements for Qualitative Features

Mathematics – Statistics Theory
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Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise

Statistics – Methodology
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