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20122025
most citedAdaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates

5 citations · 9 across the 9 of their papers we have counts for

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math.ST2020

On the nonparametric inference of coefficients of self-exciting jump-diffusion

Chiara Amorino, Charlotte Dion, Arnaud Gloter +1

In this paper, we consider a one-dimensional diffusion process with jumps driven by a Hawkes process. We are interested in the estimations of the volatility function and of the jum…