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math.ST2025
Smooth Backfitting for Additive Hazard Rates
Stephan M. Bischofberger, Munir Hiabu, Enno Mammen +1
Smooth backfitting was first introduced in an additive regression setting via a direct projection alternative to the classic backfitting method by Buja, Hastie and Tibshirani. This…
math.ST2025
Common Drivers in Sparsely Interacting Hawkes Processes
Alexander Kreiss, Enno Mammen, Wolfgang Polonik
We study a multivariate Hawkes process as a model for time-continuous relational event networks. The model does not assume the network to be known, it includes covariates, and it a…