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 | 1 | 88 | 3 | 4 | 24 | 363 |
| Flexible stochastic volatility structures for high frequency financial data | 0 | 0 | 0 | 2 | 0 | 3 | 10 | 173 |
| Modeling microstructure noise with mutually exciting point processes | 0 | 0 | 0 | 20 | 1 | 4 | 13 | 82 |
| Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed | 0 | 0 | 0 | 23 | 1 | 2 | 11 | 202 |
| Nonparametric estimation of the volatility under microstructure noise: wavelet adaptation | 0 | 0 | 0 | 41 | 0 | 0 | 4 | 84 |
| Total Working Papers | 0 | 0 | 1 | 174 | 5 | 13 | 62 | 904 |
| 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 | 1 | 3 | 17 | 0 | 5 | 16 | 64 |
| Minimax estimation of the diffusion coefficient through irregular samplings | 0 | 0 | 0 | 12 | 0 | 3 | 5 | 44 |
| Modelling microstructure noise with mutually exciting point processes | 0 | 0 | 0 | 19 | 0 | 3 | 14 | 80 |
| On nonparametric estimation in nonlinear AR(1)-models | 0 | 0 | 0 | 19 | 0 | 4 | 7 | 72 |
| Rate of convergence for parametric estimation in a stochastic volatility model | 0 | 1 | 1 | 10 | 0 | 1 | 8 | 46 |
| Some limit theorems for Hawkes processes and application to financial statistics | 0 | 0 | 5 | 20 | 1 | 5 | 28 | 109 |
| Statistical finance at the École Polytechnique, Paris: the informal FIESTA research group | 0 | 0 | 0 | 9 | 0 | 1 | 8 | 45 |
| Stochastic volatility and fractional Brownian motion | 0 | 0 | 1 | 16 | 0 | 2 | 17 | 85 |
| Total Journal Articles | 0 | 2 | 10 | 122 | 1 | 24 | 103 | 545 |
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