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Jean Marc Bardet
Jean Marc Bardet
Verified email at univ-paris1.fr - Homepage
Title
Cited by
Cited by
Year
Generators of long-range dependent processes: a survey
JM Bardet, G Lang, G Oppenheim, A Philippe, MS Taqqu
Theory and applications of long-range dependence 1, 579-623, 2003
1902003
Semi-parametric estimation of the long-range dependence parameter: A survey
JM Bardet, G Lang, G Oppenheim, A Philippe, S Stoev, MS Taqqu
Theory and applications of long-range dependence 557, 577, 2003
1812003
Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes
JM Bardet, O Wintenberger
Annals of statistics 37 (5B), 2730-2759, 2009
1422009
Wavelet estimator of long-range dependent processes
JM Bardet, G Lang, E Moulines, P Soulier
Statistical inference for stochastic processes 3, 85-99, 2000
1132000
Le modèle linéaire par l'exemple
JM Azaïs, JM Bardet
Dunod, 2006
93*2006
Asymptotic properties of the detrended fluctuation analysis of long-range-dependent processes
JM Bardet, I Kammoun
IEEE Transactions on information theory 54 (5), 2041-2052, 2008
872008
Statistical study of the wavelet analysis of fractional Brownian motion
JM Bardet
IEEE Transactions on Information Theory 48 (4), 991-999, 2002
872002
Multiple breaks detection in general causal time series using penalized quasi-likelihood
JM Bardet, WC Kengne, O Wintenberger
Electronic Journal of Statistics 6, 435-477, 2012
68*2012
A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
JM Bardet, CA Tudor
Stochastic Processes and their Applications 120 (12), 2331-2362, 2010
652010
Identification of the multiscale fractional Brownian motion with biomechanical applications
JM Bardet, P Bertrand
Journal of Time Series Analysis 28 (1), 1-52, 2007
642007
Testing for the presence of self‐similarity of Gaussian time series having stationary increments
JM Bardet
Journal of Time Series Analysis 21 (5), 497-515, 2000
59*2000
Dependent Lindeberg central limit theorem and some applications
JM Bardet, P Doukhan, G Lang, N Ragache
ESAIM: Probability and Statistics 12, 154-172, 2008
582008
Measuring the roughness of random paths by increment ratios
JM Bardet, D Surgailis
Bernoulli 17 (2), 749-780, 2011
502011
A non‐parametric estimator of the spectral density of a continuous‐time Gaussian process observed at random times
JM Bardet, RP Bertrand
Scandinavian Journal of Statistics 37, 458-476, 2010
50*2010
Nonparametric estimation of the local Hurst function of multifractional Gaussian processes
JM Bardet, D Surgailis
Stochastic processes and their applications 123 (3), 1004-1045, 2013
482013
Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
JM Bardet, P Doukhan, JR León
Journal of Time Series and Analysis 26, 906-945, 2008
36*2008
Definition, properties and wavelet analysis of multiscale fractional Brownian motion
JM Bardet, P Bertrand
Fractals 15 (01), 73-87, 2007
36*2007
Monitoring procedure for parameter change in causal time series
JM Bardet, W Kengne
Journal of Multivariate Analysis 125, 204-221, 2014
282014
Moment bounds and central limit theorems for Gaussian subordinated arrays
JM Bardet, D Surgailis
Journal of Multivariate Analysis 114, 457-473, 2013
272013
Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes
JM Bardet, Y Boularouk, K Djaballah
Electronic Journal of Statistics 11 (1), 452-479, 2017
242017
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Articles 1–20