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20152025
most citedAdaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates

5 citations · 8 across the 7 of their papers we have counts for

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math.ST2019

Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process

Charlotte Dion, Sarah Lemler

We consider a 1-dimensional diffusion process X with jumps. The particularity of this model relies in the jumps which are driven by a multidimensional Hawkes process denoted N. Thi…