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 0 0 0 339
Flexible stochastic volatility structures for high frequency financial data 0 0 0 2 0 1 2 163
Modeling microstructure noise with mutually exciting point processes 0 0 0 20 0 1 2 69
Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed 0 0 0 23 0 0 1 191
Nonparametric estimation of the volatility under microstructure noise: wavelet adaptation 0 0 0 41 0 0 0 79
Total Working Papers 0 0 0 173 0 2 5 841


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 1 14 0 0 2 48
Minimax estimation of the diffusion coefficient through irregular samplings 0 0 1 12 0 0 1 38
Modelling microstructure noise with mutually exciting point processes 0 0 3 19 0 0 3 66
On nonparametric estimation in nonlinear AR(1)-models 0 0 0 19 0 0 2 65
Rate of convergence for parametric estimation in a stochastic volatility model 0 0 0 9 0 1 2 38
Some limit theorems for Hawkes processes and application to financial statistics 0 2 4 14 2 6 12 74
Statistical finance at the École Polytechnique, Paris: the informal FIESTA research group 0 0 0 9 0 0 0 37
Stochastic volatility and fractional Brownian motion 0 0 0 15 0 0 0 68
Total Journal Articles 0 2 9 111 2 7 22 434


Statistics updated 2025-03-03