most citedScaling limits for Hawkes processes and application to financial statistics

57 citations · 57 across the 4 of their papers we have counts for

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math.ST2012

Blockwise SVD with error in the operator and application to blind deconvolution

S. Delattre, M. Hoffmann, D. Picard +1

We consider linear inverse problems in a nonparametric statistical framework. Both the signal and the operator are unknown and subject to error measurements. We establish minimax r…

math.ST2010

On the false discovery proportion convergence under Gaussian equi-correlation

Sylvain Delattre, Etienne Roquain

We study the convergence of the false discovery proportion (FDP) of the Benjamini-Hochberg procedure in the Gaussian equi-correlated model, when the correlation converges to…