4. Mathematics
  5. Statistics Theory

Markus Reiß

Mathematics – Statistics Theory

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A Donsker Theorem for Lévy Measures

Mathematics – Statistics Theory
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Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise

Mathematics – Statistics Theory
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Asymptotic equivalence for inference on the volatility from noisy observations

Mathematics – Statistics Theory
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Asymptotic equivalence for nonparametric regression with multivariate and random design

Mathematics – Statistics Theory
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Asymptotic Equivalence for Nonparametric Regression with Non-Regular Errors

Mathematics – Statistics Theory
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