Marc Hoffmann
Statistics and Probability · 2002–2016
A researcher in the Science corpus: 10 papers; trusts 51 researchers and is trusted by 32 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 51 citations into it; #2,567 of 12,932 by trust here, #3,609 by citations
- Finance — 33 citations into it; #3,248 of 10,518 by trust here, #3,760 by citations
- Applied Mathematics — 24 citations into it; #1,421 of 7,620 by trust here, #1,149 by citations
- Economics and Econometrics — 20 citations into it
- Artificial Intelligence — 19 citations into it; #25,912 of 35,345 by trust here, #28,481 by citations
- Mathematical Physics — 12 citations into it; #1,512 of 8,562 by trust here, #1,261 by citations
- Control and Systems Engineering — 9 citations into it; #2,536 of 8,257 by trust here, #5,227 by citations
- Computer Vision and Pattern Recognition — 7 citations into it; #9,120 of 21,575 by trust here, #17,258 by citations
Whom Marc Hoffmann trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Evarist Gin'e
- Richard Nickl
- Wolfgang Heardle et al.
- Lan Zhang
- Albert Cohen
- Subhashis Ghosal
- I. Castillo
- Karim Lounici
- Tommaso Cai
- Takaki Hayashi
Who trusts Marc Hoffmann overall
- Adam D. Bull
- Richard Nickl
- Laurent Cavalier
- I. Castillo
- Emmanuel Bacry
- Kolyan Ray
- Mathieu Rosenbaum
- Esther Klann
- Thibault Jaisson
- Judith Rousseau
Papers from Marc Hoffmann's perspective
Ordered by how strongly the researchers Marc Hoffmann trusts endorse each paper. Same corpus, a different order for every researcher.
- Convergence rates of posterior distributions
- Nonparametric Confidence Intervals
- Wavelets, approximation, and statistical applications
- Regression Shrinkage and Selection via the Lasso
- Confidence balls in Gaussian regression
- CONFIDENCE BANDS IN DENSITY ESTIMATION
- Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
- Uniform limit theorems for wavelet density estimators
- Estimating Covariation: Epps Effect, Microstructure Noise
- Realized Variance and Market Microstructure Noise
Their papers
- On adaptive inference and confidence bands (2011) — 84 citations
- On adaptive posterior concentration rates (2013) — 86 citations
- Nonlinear estimation for linear inverse problems with error in the operator (2008) — 107 citations
- Nonparametric estimation of scalar diffusions based on low frequency data (2002) — 135 citations
- Some limit theorems for Hawkes processes and application to financial statistics (2013) — 223 citations
- Scaling limits for Hawkes processes and application to financial statistics (2012) — 84 citations
- HAWKES PROCESSES ON LARGE NETWORKS (2016) — 102 citations
- Estimation of the lead-lag parameter from non-synchronous data (2013) — 66 citations
- Statistical estimation of a growth-fragmentation model observed on a genealogical tree (2012) — 104 citations
- Modelling microstructure noise with mutually exciting point processes (2011) — 310 citations