Markus Reiss

3 catalog papers. Name-matched publications do not establish a verified researcher identity.

Institute of Mathematics, Humboldt-Universität zu Berlin

Publications

• Inference on the maximal rank of time-varying covariance matrices using high-frequency data — The Annals of Statistics 2023
• A remark on the rates of convergence for integrated volatility estimation in the presence of jumps — The Annals of Statistics 2014
• Nonlinear estimation for linear inverse problems with error in the operator — The Annals of Statistics 2008