M. Hoffmann

From MaRDI portal
Person:193794

Available identifiers

zbMath Open hoffmann.marcMaRDI QIDQ193794

List of research outcomes





PublicationDate of PublicationType
Statistical inference for rough volatility: minimax theory2024-10-18Paper
Statistical inference for rough volatility: central limit theorems2024-08-22Paper
Individual and population approaches for calibrating division rates in population dynamics: Application to the bacterial cell cycle2021-08-30Paper
Density estimation on an unknown submanifold2021-08-09Paper
Nonparametric adaptive inference of birth and death models in a large population limit2021-08-03Paper
Estimating fast mean-reverting jumps in electricity market models2020-12-15Paper
Efficient volatility estimation in a two‐factor model2020-11-30Paper
Nonparametric estimation for interacting particle systems : McKean-Vlasov models2020-11-07Paper
A NEW INFERENCE STRATEGY FOR GENERAL POPULATION MORTALITY TABLES2020-08-31Paper
Estimating the reach of a manifold via its convexity defect function2020-01-22Paper
Statistical estimation in a randomly structured branching population2019-12-17Paper
A recursive point process model for infectious diseases2019-10-22Paper
Early stopping for statistical inverse problems via truncated SVD estimation2018-11-01Paper
Optimal Adaptation for Early Stopping in Statistical Inverse Problems2018-10-15Paper
Adaptive estimation for bifurcating Markov chains2017-09-21Paper
Nonparametric estimation of the division rate of an age dependent branching process2016-04-04Paper
Hawkes processes on large networks2016-03-11Paper
Optimization and statistical methods for high frequency finance2016-01-29Paper
Statistical inference for partial differential equations2016-01-29Paper
On adaptive posterior concentration rates2015-10-30Paper
Statistical estimation of a growth-fragmentation model observed on a genealogical tree2015-08-05Paper
Some limit theorems for Hawkes processes and application to financial statistics2014-04-28Paper
High dimensional Hawkes processes2014-03-23Paper
Modelling microstructure noise with mutually exciting point processes2014-02-08Paper
Estimation of the lead-lag parameter from non-synchronous data2013-05-30Paper
Statistical inference across time scales2013-05-28Paper
Adaptive wavelet estimation of the diffusion coefficient under additive error measurements2013-01-11Paper
Nonparametric estimation of the division rate of a size-structured population2012-08-23Paper
On adaptive inference and confidence bands2012-02-21Paper
Statistical analysis of self-similar conservative fragmentation chains2011-09-02Paper
Multifractal analysis in a mixed asymptotic framework2010-10-04Paper
Nonparametric reconstruction of a multifractal function from noisy data2010-01-15Paper
Nonlinear estimation for linear inverse problems with error in the operator2008-03-12Paper
Estimation of the Hurst parameter from discrete noisy data2008-01-16Paper
Stochastic volatility and fractional Brownian motion2005-08-05Paper
Adaptive Wavelet Galerkin Methods for Linear Inverse Problems2005-03-01Paper
Nonparametric estimation of scalar diffusions based on low frequency data2005-02-28Paper
Rate of convergence for parametric estimation in a stochastic volatility model.2005-02-25Paper
Testing Linearity in an AR Errors-in-variables Model with Application to Stochastic Volatility2004-11-29Paper
Non‐parametric Estimation of the Death Rate in Branching Diffusions2004-03-16Paper
The Pinsker bound in mixed Gaussian white noise2003-02-10Paper
Random rates in anisotropic regression. (With discussion)2002-11-14Paper
\(L_p\) estimation of the diffusion coefficient2002-03-06Paper
Asymptotic equivalence for a null recurrent diffusion2002-01-01Paper
On nonparametric estimation in nonlinear AR(1)-models2001-01-30Paper
Adaptive estimation in diffusion processes.2001-01-17Paper
On estimating the diffusion coefficient: Parametric versus nonparametric.2001-01-01Paper
Estimation non-paramétrique du coefficient de diffusion pour une perte Lp1997-11-18Paper
Minimax estimation of the diffusion coefficient through irregular samplings1997-10-19Paper

Research outcomes over time

This page was built for person: M. Hoffmann