Researcher profile · Semantic Scholar

M. Reiß

h-index: 29
Works: 80
Citations: 2,437

Most-cited papers

Nonparametric estimation for L\'evy processes from low-frequency observations
M. Neumann, M. Reiß
2007158 citations Open access
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Nonparametric estimation of scalar diffusions based on low frequency data
E. Gobet, M. Hoffmann, M. Reiß
2002139 citations Open access
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ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS
Xiao-Hong Chen, M. Reiß
2007Econometric Theory135 citations Open access
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Asymptotic equivalence for nonparametric regression with multivariate and random design
M. Reiß
2006113 citations Open access
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Adaptive Wavelet Galerkin Methods for Linear Inverse Problems
A. Cohen, M. Hoffmann, M. Reiß
2004SIAM Journal on Numerical Analysis112 citations Open access
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Nonlinear estimation for linear inverse problems with error in the operator
M. Hoffmann, M. Reiß
2008107 citations Open access
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Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency
M. Bibinger, N. Hautsch, P. Malec, M. Reiß
2013106 citations Open access
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A Donsker Theorem for Lévy Measures
Richard Nickl, M. Reiß
2012100 citations Open access
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Asymptotic equivalence for inference on the volatility from noisy observations
M. Reiß
201198 citations Open access
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Spectral calibration of exponential Lévy models
D. Belomestny, M. Reiß
2006Finance and Stochastics95 citations Open access
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Estimation of the characteristics of a Lévy process observed at arbitrary frequency
Johanna Kappus, M. Reiß
201090 citations Open access
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Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case
A. Dalalyan, M. Reiß
200579 citations Open access
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Nonasymptotic upper bounds for the reconstruction error of PCA
M. Reiß, Martin Wahl
2016Annals of Statistics74 citations Open access
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Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence
M. Bibinger, N. Hautsch, P. Malec, M. Reiß
201460 citations Open access
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Regularization independent of the noise level: an analysis of quasi-optimality
F. Bauer, M. Reiß
200759 citations Open access
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A remark on the rates of convergence for integrated volatility estimation in the presence of jumps
J. Jacod, M. Reiß
201251 citations Open access
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Asymptotic statistical equivalence for scalar ergodic diffusions
A. Dalalyan, M. Reiß
200651 citations Open access
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Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise
M. Reiß
201045 citations
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Optimal Adaptation for Early Stopping in Statistical Inverse Problems
G. Blanchard, M. Hoffmann, M. Reiß
2016SIAM/ASA J. Uncertain. Quantification43 citations Open access
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Nonparametric estimation for linear SPDEs from local measurements
R. Altmeyer, M. Reiß
2019The Annals of Applied Probability40 citations Open access
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Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data
M. Reiß, Viktor Todorov, George Tauchen
201440 citations Open access
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Adaptive quantile estimation in deconvolution with unknown error distribution
I. Dattner, M. Reiß, Mathias Trabs
201340 citations Open access
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Spectral Estimation of Covolatility from Noisy Observations Using Local Weights
M. Bibinger, M. Reiß
201437 citations Open access
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Wasserstein and total variation distance between marginals of L\'evy processes
Ester Mariucci, M. Reiß
201736 citations Open access
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Parameter Estimation in an SPDE Model for Cell Repolarization
R. Altmeyer, Till Bretschneider, Josef Jan'ak, M. Reiß
2020SIAM/ASA J. Uncertain. Quantification35 citations
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Adaptive function estimation in nonparametric regression with one-sided errors
M. Jirak, A. Meister, M. Reiß
201335 citations Open access
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Asymptotic equivalence for nonparametric regression with non-regular errors
A. Meister, M. Reiß
2011Probability theory and related fields35 citations Open access
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Lévy Matters IV: Estimation for Discretely Observed Lévy Processes
D. Belomestny, F. Comte, V. Genon-Catalot, Hiroki Masuda +1 more
201430 citations Open access
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High-frequency Donsker theorems for Lévy measures
Richard Nickl, M. Reiß, Jakob Sohl, Mathias Trabs
201329 citations Open access
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Unbiased estimation of the volume of a convex body
N. Baldin, M. Reiß
201526 citations Open access
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On Émery's Inequality and a Variation-of-Constants Formula
M. Reiß, Markus Riedle, O. van Gaans
200726 citations Open access
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Nonparametric estimation for stochastic delay differential equations
M. Reiß
200226 citations
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Early stopping for statistical inverse problems via truncated SVD estimation
G. Blanchard, M. Hoffmann, M. Reiß
201724 citations Open access
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Estimation for the reaction term in semi-linear SPDEs under small diffusivity
Sascha Gaudlitz, M. Reiß
2022Bernoulli22 citations Open access
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Testing the characteristics of a Lévy process
M. Reiß
201322 citations Open access
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Estimation and Calibration of Lévy Models via Fourier Methods
D. Belomestny, M. Reiß
201521 citations
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Exact and asymptotic tests on a factor model in low and large dimensions with applications
Taras Bodnar, M. Reiß
2014Journal of Multivariate Analysis19 citations Open access
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An optimal stopping problem in a diffusion-type model with delay
P. Gapeev, M. Reiß
200616 citations Open access
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Volatility estimation under one-sided errors with applications to limit order books
M. Bibinger, M. Jirak, M. Reiß
201412 citations Open access
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Efficient estimation of functionals in nonparametric boundary models
M. Reiß, Leonie Selk
201411 citations Open access
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Adaptive estimation for affine stochastic delay differential equations
M. Reiß
200511 citations Open access
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A Donsker Theorem for L\'evy Measures
Richard Nickl, M. Reiß
201210 citations
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Pointwise adaptive estimation for robust and quantile regression
M. Reiß, Y. Rozenholc, C. Cuénod
20099 citations
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Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations
M. Reiß
20029 citations
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Estimating nonparametric functionals efficiently under one-sided errors
M. Reiß, Leonie Selk
20148 citations
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Discretisation of stochastic control problems for continuous time dynamics with delay
Markus Fischer, M. Reiß
20068 citations Open access
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Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements
Josef Jan'ak, M. Reiß
2023Stochastic Processes and their Applications7 citations Open access
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Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery
M. Reiß, J. Schmidt-Hieber
2018Annals of Statistics7 citations Open access
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Sparse model selection under heterogeneous noise: Exact penalisation and data-driven thresholding
L. Cavalier, M. Reiß
20147 citations Open access
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Inference on the maximal rank of time-varying covariance matrices using high-frequency data
M. Reiß, L. Winkelmann
2021Annals of Statistics6 citations
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N. Hautsch

×2

P. Malec×2

A. Dalalyan×2

G. Blanchard×2

R. Altmeyer×2

Mathias Trabs×2

M. Jirak×2

A. Meister×2