Generalized Gaussian quasi-maximum likelihood estimation for most common time series.
- Published in:
- Communications in Statistics: Theory & Methods, 2024, v. 53, n. 4, p. 1459, doi. 10.1080/03610926.2022.2103148
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- Publication type:
- Article
Works matching AU Bardet, Jean-Marc
Results: 12
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DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION.
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- Fractals, 2007, v. 15, n. 1, p. 73, doi. 10.1142/S0218348X07003356
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- Publication type:
- Article
3
A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times.
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- Scandinavian Journal of Statistics, 2010, v. 37, n. 3, p. 458, doi. 10.1111/j.1467-9469.2009.00684.x
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- Publication type:
- Article
4
A new non-parametric detector of univariate outliers for distributions with unbounded support.
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- Extremes, 2017, v. 20, n. 4, p. 751, doi. 10.1007/s10687-017-0295-3
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- Publication type:
- Article
5
Semiparametric Stationarity and Fractional Unit Roots Tests Based on Data-Driven Multidimensional Increment Ratio Statistics.
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- Journal of Time Series Econometrics, 2016, v. 8, n. 2, p. 115, doi. 10.1515/jtse-2014-0031
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- Publication type:
- Article
6
Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate.
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- Journal of Time Series Analysis, 2008, v. 29, n. 5, p. 906, doi. 10.1111/j.1467-9892.2008.00588.x
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- Publication type:
- Article
7
Identification of the multiscale fractional Brownian motion with biomechanical applications.
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- Journal of Time Series Analysis, 2007, v. 28, n. 1, p. 1, doi. 10.1111/j.1467-9892.2006.00494.x
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- Publication type:
- Article
8
Testing for the Presence of Self-Similarity of Gaussian Time Series Having Stationary Increments.
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- Journal of Time Series Analysis, 2000, v. 21, n. 5, p. 497, doi. 10.1111/1467-9892.00195
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- Publication type:
- Article
9
A new process for modeling heartbeat signals during exhaustive run with an adaptive estimator of its fractal parameters.
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- Journal of Applied Statistics, 2012, v. 39, n. 6, p. 1331, doi. 10.1080/02664763.2011.646962
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- Publication type:
- Article
10
An irregularly spaced ARMA(1,1) model and an application to contamination data.
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- Statistics, 2025, v. 59, n. 1, p. 113, doi. 10.1080/02331888.2024.2423001
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- Article
11
Editorial for the special issue in honour of Paul Doukhan.
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- 2017
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- Publication type:
- Editorial
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A new estimator for LARCH processes.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 1, p. 103, doi. 10.1111/jtsa.12689
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- Publication type:
- Article