6
H index
6
i10 index
189
Citations
Humboldt-Universität Berlin | 6 H index 6 i10 index 189 Citations RESEARCH PRODUCTION: 6 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Markus Reiss. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Finance and Stochastics | 2 |
Working Papers Series with more than one paper published | # docs |
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SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany | 8 |
Year | Title of citing document |
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2021 | Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence. (2015). Dunker, Fabian. In: Papers. RePEc:arx:papers:1511.03977. Full description at Econpapers || Download paper |
2020 | Optimal portfolio choice with path dependent labor income: the infinite horizon case. (2020). Gozzi, Fausto ; Prosdocimi, Cecilia ; Biffis, Enrico. In: Papers. RePEc:arx:papers:2002.00201. Full description at Econpapers || Download paper |
2022 | On Well-posedness and Minimax Optimal Rates of Nonparametric Q-function Estimation in Off-policy Evaluation. (2022). Qi, Zhengling ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2201.06169. Full description at Econpapers || Download paper |
2021 | Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models. (2021). Chen, Xiaohong ; Breunig, Christoph. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2238r. Full description at Econpapers || Download paper |
2021 | Nonparametric Instrumental Variable Estimation of Binary Response Models with Continuous Endogenous Regressors. (2021). Centorrino, Samuele ; FLORENS, Jean-Pierre. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:35-63. Full description at Econpapers || Download paper |
2020 | Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations. (2020). Kurisu, Daisuke ; Kato, Kengo. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:3:p:1159-1205. Full description at Econpapers || Download paper |
2021 | Stochastic functional Kolmogorov equations, I: Persistence. (2021). Yin, George ; Nguyen, Nhu N. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:142:y:2021:i:c:p:319-364. Full description at Econpapers || Download paper |
2021 | Higher-order small time asymptotic expansion of Itô semimartingale characteristic function with application to estimation of leverage from options. (2021). Todorov, Viktor. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:142:y:2021:i:c:p:671-705. Full description at Econpapers || Download paper |
2020 | Optimal stopping problems for running minima with positive discounting rates. (2020). Gapeev, Pavel V. In: Statistics & Probability Letters. RePEc:eee:stapro:v:167:y:2020:i:c:s0167715220302029. Full description at Econpapers || Download paper |
2020 | Optimal stopping problems for running minima with positive discounting rates. (2020). Gapeev, Pavel V. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:105849. Full description at Econpapers || Download paper |
2021 | Adaptive estimation in the linear random coefficients model when regressors have limited variation. (2021). Gautier, Eric ; Gaillac, Christophe. In: Post-Print. RePEc:hal:journl:hal-03374805. Full description at Econpapers || Download paper |
2020 | Adaptive estimation in the linear random coefficients model when regressors have limited variation. (2019). Gautier, Eric ; Gaillac, Christophe. In: Working Papers. RePEc:hal:wpaper:hal-02130472. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS In: Econometric Theory. [Full Text][Citation analysis] | article | 69 |
2007 | On Rate Optimality for Ill-posed Inverse Problems in Econometrics.(2007) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
2007 | On rate optimality for ill-posed inverse problems in econometrics.(2007) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
2006 | Delay differential equations driven by Lévy processes: Stationarity and Feller properties In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 4 |
2006 | An optimal stopping problem in a diffusion-type model with delay In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 4 |
2005 | An optimal stopping problem in a diffusion-type model with delay.(2005) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2005 | Discretisation of Stochastic Control Problems for Continuous Time Dynamics with Delay In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | Spectral calibration of exponential Lévy Models [1] In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
2006 | Spectral calibration of exponential Lévy models.(2006) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
2006 | Spectral calibration of exponential Lévy Models [2] In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
2006 | Spectral calibration of exponential Lévy models.(2006) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
2010 | Estimation of the characteristics of a Lévy process observed at arbitrary frequency In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 31 |
2011 | Estimation of the characteristics of a Lévy process observed at arbitrary frequency.(2011) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2011 | Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2011 | Pointwise adaptive estimation for quantile regression In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2002 | Minimax Rates for Nonparametric Drift Estimation in Affine Stochastic Delay Differential Equations In: Statistical Inference for Stochastic Processes. [Full Text][Citation analysis] | article | 2 |
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