Jean Marc Bardet
Jean Marc Bardet
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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, 579-623, 2003
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
Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes
JM Bardet, O Wintenberger
The Annals of Statistics 37 (5B), 2730-2759, 2009
Wavelet estimator of long-range dependent processes
JM Bardet, G Lang, E Moulines, P Soulier
Statistical inference for stochastic processes 3 (1), 85-99, 2000
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
Le modèle linéaire par l'exemple
JM Azaïs, JM Bardet
Dunod, 2006
Statistical study of the wavelet analysis of fractional Brownian motion
JM Bardet
IEEE Transactions on Information Theory 48 (4), 991-999, 2002
Identification of the multiscale fractional Brownian motion with biomechanical applications
JM Bardet, P Bertrand
Journal of Time Series Analysis 28 (1), 1-52, 2007
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
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
Dependent Lindeberg central limit theorem and some applications
JM Bardet, P Doukhan, G Lang, N Ragache
ESAIM: Probability and Statistics 12, 154-172, 2008
Measuring the roughness of random paths by increment ratios
JM Bardet, D Surgailis
Bernoulli 17 (2), 749-780, 2011
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
A Non‐Parametric Estimator of the Spectral Density of a Continuous‐Time Gaussian Process Observed at Random Times
J Bardet, PR Bertrand
Scandinavian Journal of Statistics 37 (3), 458-476, 2010
Multiple breaks detection in general causal time series using penalized quasi-likelihood
JM Bardet, W Kengne, O Wintenberger
Electronic Journal of Statistics 6, 435-477, 2012
Definition, properties and wavelet analysis of multiscale fractional Brownian motion
JM Bardet, P Bertrand
Fractals 15 (01), 73-87, 2007
Detecting multiple change-points in general causal time series using penalized quasi-likelihood
JM Bardet, WC Kengne, O Wintenberger
arXiv preprint arXiv:1008.0054, 2010
Monitoring procedure for parameter change in causal time series
JM Bardet, W Kengne
Journal of Multivariate Analysis 125, 204-221, 2014
Le modèle linéaire par l'exemple-2e éd.: Régression, analyse de la variance et plans d'expérience illustrés avec R et SAS
JM Azaïs, JM Bardet
Dunod, 2012
Moment bounds and central limit theorems for Gaussian subordinated arrays
JM Bardet, D Surgailis
Journal of Multivariate Analysis 114, 457-473, 2013
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