148 citations · 758 across the 35 of their papers we have counts for
Showing 2017 · math.STShow all
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math.ST2017★ 2 cited
Nonparametric estimation of locally stationary Hawkes processe
Enno Mammen
In this paper we consider multivariate Hawkes processes with baseline hazard and kernel functions that depend on time. This defines a class of locally stationary processes. We disc…
math.ST2017
Smooth backfitting of proportional hazards with multiplicative components
Munir Hiabu, Enno Mammen, Maria Dolores Martinez-Miranda +1
Smooth backfitting has proven to have a number of theoretical and practical advantages in structured regression. Smooth backfitting projects the data down onto the structured space…
math.ST2017★ 8 cited
Nonparametric inference for continuous-time event counting and link-based dynamic network models
Alexander Kreiß, Enno Mammen, Wolfgang Polonik
A flexible approach for modeling both dynamic event counting and dynamic link-based networks based on counting processes is proposed, and estimation in these models is studied. We…