57 citations · 174 across the 20 of their papers we have counts for
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math.ST2014★ 11 cited
Asymptotic lower bounds in estimating jumps
Emmanuelle Clément, Sylvain Delattre, Arnaud Gloter
We study the problem of the efficient estimation of the jumps for stochastic processes. We assume that the stochastic jump process is observed discretely, with…
math.PR2014★ 7 cited
High dimensional Hawkes processes
Sylvain Delattre, Nicolas Fournier, Marc Hoffmann
We generalise the construction of multivariate Hawkes processes to a possibly infinite network of counting processes on a directed graph . The process is constructed as…