332 citations
- Psychiatric Medicine AssociatesUS67 papers
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- École Normale Supérieure - PSLFR11 papers
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- Laboratoire de Mathématiques Blaise PascalFR8 papers
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Showing 2011 · math.STShow all
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math.ST2011★ 98 cited
Nonparametric tests for pathwise properties of semimartingales
Rama Cont, Cecilia Mancini
We propose two nonparametric tests for investigating the pathwise properties of a signal modeled as the sum of a Lévy process and a Brownian semimartingale. Using a nonparametric t…
math.ST2011★ 2 cited
OMP-type Algorithm with Structured Sparsity Patterns for Multipath Radar Signals
Tabea Rebafka, Céline Lévy-Leduc, Maurice Charbit
A transmitted, unknown radar signal is observed at the receiver through more than one path in additive noise. The aim is to recover the waveform of the intercepted signal and to si…