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 1 1 1 86 1 9 11 328
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 1 5 180
Nonparametric estimation of the volatility under microstructure noise: wavelet adaptation 0 0 2 40 0 0 3 71
Total Working Papers 1 1 3 168 1 10 21 789


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 1 1 1 31
On nonparametric estimation in nonlinear AR(1)-models 1 3 4 18 3 5 6 57
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 0 3 45
Statistical finance at the École Polytechnique, Paris: the informal FIESTA research group 0 0 1 8 0 0 1 34
Stochastic volatility and fractional Brownian motion 0 0 0 15 0 1 3 61
Total Journal Articles 1 3 6 82 4 7 14 318


Statistics updated 2019-10-05