Author Schmidt-Hieber, Johannes

1 to 9 of 9 Items
  • 2009 | Journal Article
    ​ ​The Estimation of Different Scales in Microstructure Noise Models from a Nonparametric Regression Perspective​
    Munk, A.   & Schmidt-Hieber, J.​ (2009) 
    Oberwolfach Reports, 6(3) pp. 2210​-2212​.​
    ​Details 
  • 2010 | Book Chapter
    ​ ​Lower bounds for volatility estimation in microstructure noise models​
    Munk, A.  & Schmidt-Hieber, J.​ (2010)
    In:​Berger, James O.; Cai, T. Tony; Johnstone, Iain M.​ (Eds.), Borrowing Strength: Theory Powering Applications – A Festschrift for Lawrence D. Brown pp. 43​-55. ​Beachwood, Ohio, USA: ​Institute of Mathematical Statistics. DOI: https://doi.org/10.1214/10-IMSCOLL604 
    ​Details  DOI 
  • 2010 | Journal Article | Research Paper | 
    ​ ​Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise​
    Munk, A.   & Schmidt-Hieber, J.​ (2010) 
    Electronic Journal of Statistics, 4 pp. 781​-821​.​ DOI: https://doi.org/10.1214/10-EJS568 
    ​Details  DOI  WoS 
  • 2013 | Journal Article | Research Paper | 
    ​ ​Multiscale Methods for Shape Constraints in Deconvolution: Confidence Statements for Qualitative Features​
    Schmidt-Hieber, J.; Munk, A.   & Duembgen, L.​ (2013) 
    Annals of statistics, 41(3) pp. 1299​-1328​.​ DOI: https://doi.org/10.1214/13-AOS1089 
    ​Details  DOI  WoS 
  • 2014 | Journal Article
    ​ ​Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information​
    Sabel, T. & Schmidt-Hieber, J.​ (2014) 
    Bernoulli, 20(2) pp. 747​-774​.​ DOI: https://doi.org/10.3150/12-BEJ505 
    ​Details  DOI  WoS 
  • 2015 | Book Chapter
    ​ ​Spot Volatility Estimation for High-Frequency Data: Adaptive Estimation in Practice​
    Sabel, T.; Schmidt-Hieber, J.& Munk, A. ​ (2015)
    In:​Antoniadis, Anestis; Poggi, Jean-Michel; Brossat, Xavier​ (Eds.), Modeling and Stochastic Learning for Forecasting in High Dimensions pp. 213​-241. ​Springer Nature. DOI: https://doi.org/10.1007/978-3-319-18732-7_12 
    ​Details  DOI 
  • 2018 | Preprint
    ​ ​Posterior analysis of $ in the binomial $(n,p)$ problem with both parameters unknown -- with applications to quantitative nanoscopy​
    Schmidt-Hieber, J.; Schneider, L. F.; Staudt, T.; Krajina, A.; Aspelmeier, T.& Munk, A. ​ (2018)
    ​Details  arXiv 
  • 2019 | Journal Article | 
    ​ ​Tests for qualitative features in the random coefficients model​
    Dunker, F.; Eckle, K.; Proksch, K.   & Schmidt-Hieber, J.​ (2019) 
    Electronic Journal of Statistics, 13(2) pp. 2257​-2306​.​ DOI: https://doi.org/10.1214/19-EJS1570 
    ​Details  DOI 
  • 2021 | Journal Article
    ​ ​Posterior analysis of n in the binomial (n,p) problem with both parameters unknown—with applications to quantitative nanoscopy​
    Schmidt-Hieber, J.; Schneider, L. F.; Staudt, T.; Krajina, A.; Aspelmeier, T. & Munk, A. ​ (2021) 
    The Annals of Statistics, 49(6).​ DOI: https://doi.org/10.1214/21-AOS2096 
    ​Details  DOI 

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