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 | 189 | 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 | 176 | 2003 |
Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes JM Bardet, O Wintenberger Annals of statistics 37 (5B), 2730-2759, 2009 | 137 | 2009 |
Wavelet estimator of long-range dependent processes JM Bardet, G Lang, E Moulines, P Soulier Statistical inference for stochastic processes 3, 85-99, 2000 | 113 | 2000 |
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 | 87 | 2008 |
Statistical study of the wavelet analysis of fractional Brownian motion JM Bardet IEEE Transactions on Information Theory 48 (4), 991-999, 2002 | 84 | 2002 |
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 | 64 | 2010 |
Identification of the multiscale fractional Brownian motion with biomechanical applications JM Bardet, P Bertrand Journal of Time Series Analysis 28 (1), 1-52, 2007 | 64 | 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 | 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 | 55 | 2008 |
Measuring the roughness of random paths by increment ratios JM Bardet, D Surgailis Bernoulli 17 (2), 749-780, 2011 | 49 | 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 | 48 | 2013 |
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 | 48* | 2010 |
Definition, properties and wavelet analysis of multiscale fractional Brownian motion JM Bardet, P Bertrand Fractals 15 (01), 73-87, 2007 | 36* | 2007 |
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 | 35* | 2008 |
Monitoring procedure for parameter change in causal time series JM Bardet, W Kengne Journal of Multivariate Analysis 125, 204-221, 2014 | 27 | 2014 |
Moment bounds and central limit theorems for Gaussian subordinated arrays JM Bardet, D Surgailis Journal of Multivariate Analysis 114, 457-473, 2013 | 27 | 2013 |
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 | 23 | 2017 |