The following pages link to Marc Hoffmann (Q193794):
Displaying 44 items.
- Hawkes processes on large networks (Q259574) (← links)
- Nonparametric estimation of the division rate of an age dependent branching process (Q265648) (← links)
- Statistical analysis of self-similar conservative fragmentation chains (Q637108) (← links)
- On adaptive inference and confidence bands (Q661162) (← links)
- Nonparametric reconstruction of a multifractal function from noisy data (Q843705) (← links)
- On adaptive posterior concentration rates (Q888511) (← links)
- \(L_p\) estimation of the diffusion coefficient (Q1301751) (← links)
- Minimax estimation of the diffusion coefficient through irregular samplings (Q1359760) (← links)
- Adaptive estimation in diffusion processes. (Q1593591) (← links)
- Asymptotic equivalence for a null recurrent diffusion (Q1611498) (← links)
- Early stopping for statistical inverse problems via truncated SVD estimation (Q1616307) (← links)
- Rate of convergence for parametric estimation in a stochastic volatility model. (Q1766043) (← links)
- Nonparametric estimation of scalar diffusions based on low frequency data (Q1766134) (← links)
- (Q1848940) (redirect page) (← links)
- Random rates in anisotropic regression. (With discussion) (Q1848941) (← links)
- The Pinsker bound in mixed Gaussian white noise (Q1856451) (← links)
- Adaptive wavelet estimation of the diffusion coefficient under additive error measurements (Q1930660) (← links)
- Statistical inference across time scales (Q1952257) (← links)
- Estimation of the lead-lag parameter from non-synchronous data (Q1952430) (← links)
- Multifractal analysis in a mixed asymptotic framework (Q1958499) (← links)
- On nonparametric estimation in nonlinear AR(1)-models (Q1962160) (← links)
- Nonparametric adaptive inference of birth and death models in a large population limit (Q2043821) (← links)
- Density estimation on an unknown submanifold (Q2044375) (← links)
- Statistical estimation in a randomly structured branching population (Q2280026) (← links)
- A recursive point process model for infectious diseases (Q2330536) (← links)
- Adaptive estimation for bifurcating Markov chains (Q2405167) (← links)
- Some limit theorems for Hawkes processes and application to financial statistics (Q2447641) (← links)
- Estimation of the Hurst parameter from discrete noisy data (Q2466677) (← links)
- Nonlinear estimation for linear inverse problems with error in the operator (Q2477062) (← links)
- Stochastic volatility and fractional Brownian motion (Q2485787) (← links)
- Statistical estimation of a growth-fragmentation model observed on a genealogical tree (Q2515516) (← links)
- Nonparametric Estimation of the Division Rate of a Size-Structured Population (Q2903020) (← links)
- Statistical inference for partial differential equations (Q3465851) (← links)
- Optimization and statistical methods for high frequency finance (Q3465859) (← links)
- Estimation non-paramétrique du coefficient de diffusion pour une perte Lp (Q4342579) (← links)
- Non‐parametric Estimation of the Death Rate in Branching Diffusions (Q4455926) (← links)
- Adaptive Wavelet Galerkin Methods for Linear Inverse Problems (Q4653918) (← links)
- Optimal Adaptation for Early Stopping in Statistical Inverse Problems (Q4689165) (← links)
- Testing Linearity in an AR Errors-in-variables Model with Application to Stochastic Volatility (Q4829393) (← links)
- A NEW INFERENCE STRATEGY FOR GENERAL POPULATION MORTALITY TABLES (Q5119560) (← links)
- Efficient volatility estimation in a two‐factor model (Q5136965) (← links)
- Estimating fast mean-reverting jumps in electricity market models (Q5140350) (← links)
- Modelling microstructure noise with mutually exciting point processes (Q5746743) (← links)
- On estimating the diffusion coefficient: Parametric versus nonparametric. (Q5939321) (← links)
