- Schmidt-Hieber, J., Schneider, LF., Staudt, T., Krajina, A., Aspelmeier, T., Munk, A. (2021).
Posterior analysis of n in the binomial (n,p) problem with both parameters unknown -- with applications to quantitative nanoscopy. arXiv:1809.02443 The Annals of Statistics, 49(6), 3534-3558. - Sabel, T., Schmidt-Hieber, J., Munk, A. (2015).
Spot volatility estimation for high-frequency data: adaptive estimation in practice. Springer Lecture Notes in Statistics: Modeling and Stochastic Learning for Forecasting in High Dimension, 213-241. - Sabel, T., Schmidt-Hieber, J. (2014).
Matlab Toolbox Spotvol. - Sabel, T., Schmidt-Hieber, J. (2014).
Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information (with Supplement). Bernoulli, 20(2), 747-774. - Schmidt-Hieber, J., Munk, A., Duembgen, L. (2013).
Multiscale Methods for Shape Constraints in Deconvolution:
Confidence Statements for Qualitative Features. Annals of Statistics, 41, 1299-1328 (Preprint). - Hoffmann, M., Munk, A., Schmidt-Hieber, J. (2012).
Adaptive wavelet estimation of the diffusion
coefficient under additive error measurements. Annales de l’Institute Henri Poincare, 48, 1186--1216 (Preprint). - Schmidt-Hieber, J. (2010).
Nonparametric methods in spot volatility estimation. Dissertation. (Preprint). - Munk, A., Schmidt-Hieber, J. (2010).
Lower bounds for volatility estimation in microstructure noise models. Borrowing Strength: Theory Powering Applications - A Festschrift for
Lawrence D. Brown, IMS Collections, 6, 43-55 To appear (Preprint). - Munk, A., Schmidt-Hieber, J. (2010).
Nonparametric estimation of the volatility function in a
high-frequency model corrupted by noise. Electronic Journal of Statistics, 4, 781-821 (Preprint). - Cai, T. T., Munk, A., Schmidt-Hieber, J. (2010).
Sharp minimax estimation of the variance of Brownian motion corrupted with Gaussian noise. (Including Supplementary material). Statistica Sinica, 20, 1011-1024 (Preprint). - Munk, A., Schmidt-Hieber, J. (2009).
The Estimation of Different Scales in Microstructure Noise Models from a Nonparametric Regression Perspective Oberwolfach Reports, 6, 2210-2212.
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