Professor für Mathematische Statistik
Humboldt-Universität zu Berlin
Postal address: Unter den Linden 6, 10099 Berlin
Office: Rudower Chaussee 25, Adlershof, Room 1.2.17
phone: ++49-(0)30-2093 5889, Fax: ++49-(0)30-2093 5848
mreiss@math.hu-berlin.de

Publications
(you may download preprint versions, for the final versions consult the journals)

• A Donsker Theorem for Lévy Measures, arXiv:1201.0590v2, Journal of Functional Analysis , accepted, 2012 (with R. Nickl).
• Simplifying numerical analyses of Hamilton–Jacobi–Bellman equations , Journal of Economics, DOI: 10.1007/s00712-012-0270-z, 2012. (with D. Bethmann)
• Preserving Time Structures While Denoising a Dynamical Image, Mathematical Methods for Signal and Image Analysis and Representation (L. Florack et al. ed.), Computational Imaging and Vision 41, Springer, 207-220, 2012.(with Y. Rozenholc).
• Asymptotic equivalence for nonparametric regression with non-regular errors, arXiv:1101.5248, Probability Theory and Related Fields , to appear.(with A. Meister).
• Asymptotic equivalence for inference on the volatility from noisy observations, Annals of Statistics 39(2), 772-802, 2011.
• On rate optimality for ill-posed inverse problems in econometrics, Cowles Foundation Discussion Paper No. 1626, Journal of Econometric Theory 27, 497-521, 2011. (with X. Chen)
• Estimation of the characteristics of a Lévy process observed at arbitrary frequency, Statistica Neerlandica 64(3), Special Issue: Statistical Inference for Lévy Processes with Applications to Finance, 314-328, 2010. (with J. Kappus)
• Nonparametric estimation for Lévy processes from low-frequency observations, Bernoulli 15 (1), 223-248, 2009. (with M. H. Neumann)
• Regularisation independent of the noise level: an analysis of quasi-optimality, Inverse Problems 24, doi:10.1088/0266-5611/24/5/055009, 2008. (with F. Bauer)
• Asymptotic equivalence for nonparametric regression with multivariate and random design, Annals of Statistics 36 (4), 1957-1982, 2008.
• Nonlinear estimation for linear inverse problems with error in the operator, Annals of Statistics 36(1), 310-336, 2008. (with M. Hoffmann)
• On Émery's inequality and a variation-of-constants formula, Stochastic Analysis and Applications 25(2), 353-379, 2007. (with M. Riedle, O. van Gaans)
• Discretisation of stochastic control problems for continuous time dynamics with delay, Journal of Computational and Applied Mathematics 205(2), Special Issue on Evolutionary Problems, 969-981, 2007. (with M. Fischer)
• Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case, Probability Theory and Related Fields 137(1-2), 25-47, 2007. (with A. Dalalyan)
• Spectral calibration for exponential Lévy models, Finance and Stochastics 10 (4), 449-474, 2006. (with D. Belomestny) Implementation
• Delay differential equations driven by Lévy processes: stationarity and Feller properties, Stochastic Processes and their Applications 116 (10), 1409-1432, 2006. (with M. Riedle, O. van Gaans)
• Nonparametric volatility estimation on the real line from low-frequency data in The Art of Semiparametrics (S. Sperlich, W. Härdle, G. Aydinli Ed.), Physica, Heidelberg, 32-48, 2006.
• An optimal stopping problem in a diffusion-type model with delay, Statistics & Probability Letters 76(6), 601-608, 2006. (with P. Gapeev)
• Asymptotic statistical equivalence for scalar ergodic diffusions, Probability Theory and Related Fields 134(2), 248-282, 2006. (with A. Dalalyan)
• Adaptive estimation for affine stochastic delay differential equations, Bernoulli 11(1), 67-102, 2005.
• Estimating the time delay in affine stochastic delay differential equations, International Journal of Wavelets, Multiresolution and Information Processing 2(4), Special Issue Wavelets & Statistics, 525-544, 2004.
• Adaptive wavelet Galerkin methods for linear inverse problems, SIAM Journal of Numerical Analysis 42(4), 1479-1501, 2004. (with A. Cohen, M. Hoffmann)
• Nonparametric estimation of scalar diffusions based on low-frequency data, Annals of Statistics 32(5), 2223-53, 2004. (with M. Hoffmann, E. Gobet)
• Minimax rates for nonparametric drift estimation in affine stochastic delay equations, Statistical Inference for Stochastic Processes 5, 131-152, 2002.

• Spectral covolatility estimation from noisy observations using local weights, arXiv:1112.0939, submitted (with M. Bibinger).
• Small Delta-optimal range-based estimation for diffusions, submitted (with H. Henkel).
• Growing time-homogeneous neighborhoods for denoising and clustering Dynamic Contrast Enhanced-CT sequences. (with Y. Rozenholc, , D. Balvay, C.A. Cuenod)
• Pointwise adaptive estimation for robust and quantile regression, arXiv:0904.0543, submitted. (with Y. Rozenholc, C.A. Cuenod)