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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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Showing 2019Show all

2 papers · 1 filter

math.ST2019★ 1 cited

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…

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…