Marc Hoffmann
Marc Hoffmann
Professor of Statistics, University Paris-Dauphine
Verified email at ceremade.dauphine.fr
Title
Cited by
Cited by
Year
Modelling microstructure noise with mutually exciting point processes
E Bacry, S Delattre, M Hoffmann, JF Muzy
Quantitative finance 13 (1), 65-77, 2013
2662013
Some limit theorems for Hawkes processes and application to financial statistics
E Bacry, S Delattre, M Hoffmann, JF Muzy
Stochastic Processes and their Applications 123 (7), 2475-2499, 2013
1572013
Nonparametric estimation of scalar diffusions based on low frequency data
E Gobet, M Hoffmann, M Reiß
The Annals of Statistics 32 (5), 2223-2253, 2004
1272004
Division in Escherichia coli is triggered by a size-sensing rather than a timing mechanism
L Robert, M Hoffmann, N Krell, S Aymerich, J Robert, M Doumic
BMC biology 12 (1), 1-10, 2014
1242014
Adaptive wavelet Galerkin methods for linear inverse problems
A Cohen, M Hoffmann, M Reiss
SIAM Journal on Numerical Analysis 42 (4), 1479-1501, 2004
1182004
Adaptive estimation in diffusion processes
M Hoffmann
Stochastic processes and their Applications 79 (1), 135-163, 1999
1081999
Statistical estimation of a growth-fragmentation model observed on a genealogical tree
M Doumic, M Hoffmann, N Krell, L Robert
Bernoulli 21 (3), 1760-1799, 2015
1032015
Nonlinear estimation for linear inverse problems with error in the operator
M Hoffmann, M Reiss
Annals of Statistics 36 (1), 310-336, 2008
1012008
On adaptive inference and confidence bands
M Hoffmann, R Nickl
The Annals of Statistics, 2383-2409, 2011
842011
Random rates in anisotropic regression (with a discussion and a rejoinder by the authors)
M Hoffman, O Lepski
Annals of statistics 30 (2), 325-396, 2002
812002
On adaptive posterior concentration rates
M Hoffmann, J Rousseau, J Schmidt-Hieber
Annals of Statistics 43 (5), 2259-2295, 2015
712015
Hawkes processes on large networks
S Delattre, N Fournier, M Hoffmann
The Annals of Applied Probability 26 (1), 216-261, 2016
662016
Estimation of the lead-lag parameter from non-synchronous data
M Hoffmann, M Rosenbaum, N Yoshida
Bernoulli 19 (2), 426-461, 2013
662013
Nonparametric estimation of the division rate of a size-structured population
M Doumic, M Hoffmann, P Reynaud-Bouret, V Rivoirard
SIAM Journal on Numerical Analysis 50 (2), 925-950, 2012
612012
Lp estimation of the diffusion coefficient
M Hofmann
Bernoulli 5 (3), 447-481, 1999
561999
Estimation of the Hurst parameter from discrete noisy data
A Gloter, M Hoffmann
The Annals of Statistics 35 (5), 1947-1974, 2007
392007
Nonparametric estimation of the division rate of an age dependent branching process
M Hoffmann, A Olivier
Stochastic Processes and their Applications 126 (5), 1433-1471, 2016
362016
A recursive point process model for infectious diseases
FP Schoenberg, M Hoffmann, RJ Harrigan
Annals of the Institute of Statistical Mathematics 71 (5), 1271-1287, 2019
292019
Stochastic volatility and fractional Brownian motion
A Gloter, M Hoffmann
Stochastic processes and their applications 113 (1), 143-172, 2004
282004
Scaling limits for Hawkes processes and application to financial statistics
E Bacry, S Delattre, M Hoffmann, JF Muzy
arXiv preprint arXiv:1202.0842, 2012
272012
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