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 85 0 0 3 319
Flexible stochastic volatility structures for high frequency financial data 0 0 0 0 0 0 2 151
Modeling microstructure noise with mutually exciting point processes 0 0 0 19 0 0 0 59
Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed 0 0 0 23 0 0 4 179
Nonparametric estimation of the volatility under microstructure noise: wavelet adaptation 0 0 3 40 0 0 4 71
Total Working Papers 0 0 3 167 0 0 13 779


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 0 0 0 9 0 0 0 30
Minimax estimation of the diffusion coefficient through irregular samplings 0 0 0 8 0 0 0 30
Modelling microstructure noise with mutually exciting point processes 0 0 0 8 0 0 0 30
On nonparametric estimation in nonlinear AR(1)-models 0 0 2 15 0 0 4 52
Rate of convergence for parametric estimation in a stochastic volatility model 0 0 0 9 0 0 0 30
Some limit theorems for Hawkes processes and application to financial statistics 0 0 1 7 0 1 3 45
Statistical finance at the École Polytechnique, Paris: the informal FIESTA research group 0 1 1 8 0 1 1 34
Stochastic volatility and fractional Brownian motion 0 0 0 15 0 1 3 60
Total Journal Articles 0 1 4 79 0 3 11 311


Statistics updated 2019-07-03