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20152021
most citedAdaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates

5 citations · 5 across the 3 of their papers we have counts for

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math.PR2019

Exponential ergodicity for diffusions with jumps driven by a Hawkes process

Charlotte Dion, Sarah Lemler, Eva Löcherbach

In this paper, we introduce a new class of processes which are diffusions with jumps driven by a multivariate nonlinear Hawkes process. Our goal is to study their long-time behavio…