Author Schmidt-Hieber, Johannes
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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.
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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
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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
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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
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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
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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
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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)
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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
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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
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