48 citations · 192 across the 16 of their papers we have counts for
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math.ST2013★ 15 cited
High-frequency Donsker theorems for Lévy measures
Richard Nickl, Markus Reiß, Jakob Söhl +1
Donsker-type functional limit theorems are proved for empirical processes arising from discretely sampled increments of a univariate Lévy process. In the asymptotic regime the samp…
math.ST2013
Information bounds for inverse problems with application to deconvolution and Lévy models
Mathias Trabs
If a functional in an inverse problem can be estimated with parametric rate, then the minimax rate gives no information about the ill-posedness of the problem. To have a more preci…
math.ST2013★ 27 cited
Adaptive quantile estimation in deconvolution with unknown error distribution
Itai Dattner, Markus Reiß, Mathias Trabs
Quantile estimation in deconvolution problems is studied comprehensively. In particular, the more realistic setup of unknown error distributions is covered. Our plug-in method is b…