77 citations · 561 across the 68 of their papers we have counts for
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Spot volatility estimation for high-frequency data: adaptive estimation in practice
Till Sabel, Johannes Schmidt-Hieber, Axel Munk
We develop further the spot volatility estimator introduced in Hoffmann, Munk and Schmidt-Hieber (2012) from a practical point of view and make it useful for the analysis of high-f…
Aggregated motion estimation for real-time MRI reconstruction
Housen Li, Markus Haltmeier, Shuo Zhang +2
Real-time magnetic resonance imaging (MRI) methods generally shorten the measuring time by acquiring less data than needed according to the sampling theorem. In order to obtain a p…
Multiscale Change-Point Inference
Klaus Frick, Axel Munk, Hannes Sieling
We introduce a new estimator SMUCE (simultaneous multiscale change-point estimator) for the change-point problem in exponential family regression. An unknown step function is estim…