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Johannes Schmidt-Hieber · Study

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Johannes Schmidt-Hieber

3 works· latest 2025· 2 institutionscluster: provisionalORCID 0000-0003-2699-4990

h-index3

i102

Citations45

Works here3

10

12

25

Most cited in this library

Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise2010 · 21 citations
Adaptive wavelet estimation of the diffusion coefficient under additive error measurements2012 · 19 citations
Ordinal pattern-based change point detection2025 · 5 citations

Works

3 shown

Ordinal pattern-based change point detection

Test·2025·3 authors·Open access

5citations

Adaptive wavelet estimation of the diffusion coefficient under additive error measurements

Annales de l Institut Henri Poincaré Probabilités et Statistiques·2012·3 authors·Open access

19citations

Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise

Electronic Journal of Statistics·2010·2 authors·Open access

21citations