Access Statistics for Marc Hoffmann

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adaptive wavelet Galerkin methods for linear inverse problems 0 0 0 87 4 5 5 344
Flexible stochastic volatility structures for high frequency financial data 0 0 0 2 3 5 6 168
Modeling microstructure noise with mutually exciting point processes 0 0 0 20 1 2 3 71
Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed 0 0 0 23 2 4 4 195
Nonparametric estimation of the volatility under microstructure noise: wavelet adaptation 0 0 0 41 2 2 3 82
Total Working Papers 0 0 0 173 12 18 21 860


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adaptive estimation in diffusion processes 1 1 2 16 3 5 8 56
Minimax estimation of the diffusion coefficient through irregular samplings 0 0 0 12 0 0 1 39
Modelling microstructure noise with mutually exciting point processes 0 0 0 19 2 5 7 73
On nonparametric estimation in nonlinear AR(1)-models 0 0 0 19 0 1 2 67
Rate of convergence for parametric estimation in a stochastic volatility model 0 0 0 9 4 4 4 42
Some limit theorems for Hawkes processes and application to financial statistics 2 4 6 20 9 14 25 96
Statistical finance at the École Polytechnique, Paris: the informal FIESTA research group 0 0 0 9 6 6 6 43
Stochastic volatility and fractional Brownian motion 0 0 0 15 6 7 8 76
Total Journal Articles 3 5 8 119 30 42 61 492


Statistics updated 2026-01-09