2 citations · 2 across the 3 of their papers we have counts for
3 papers
math.ST2008
Estimation non-paramétrique de la densité spectrale d'un processus gaussien échantillonné aléatoirement
Jean-Marc Bardet, Pierre Bertrand, Véronique Billat
From a wavelet analysis, one derives a nonparametrical estimator for the spectral density of a Gaussian process with stationary increments. First, the idealistic case of a continuo…
math.ST2007★ 2 cited
Detecting changes in the fluctuations of a Gaussian process and an application to heartbeat time series
Jean-Marc Bardet, Imen Kammoun
The aim of this paper is first the detection of multiple abrupt changes of the long-range dependence (respectively self-similarity, local fractality) parameters from a sample of a…
math.ST2007
Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process
Jean-Marc Bardet, Imen Kammoun
In this paper, an estimator of instants ( is known) of abrupt changes of the parameter of long-range dependence or self-similarity is proved to satisfy a limit theorem with…