91 citations · 585 across the 27 of their papers we have counts for
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math.ST2007
On rate optimality for ill-posed inverse problems in econometrics
Xiaohong Chen, Markus Reiss
In this paper, we clarify the relations between the existing sets of regularity conditions for convergence rates of nonparametric indirect regression (NPIR) and nonparametric instr…
math.ST2007★ 18 cited
Nonparametric estimation for Lévy processes from low-frequency observations
Michael H. Neumann, Markus Reiss
We suppose that a Lévy process is observed at discrete time points. A rather general construction of minimum-distance estimators is shown to give consistent estimators of the Lévy-…