2 citations · 2 across the 6 of their papers we have counts for
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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…
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…
Identification of the multiscale fractional Brownian motion with biomechanical applications
Jean-Marc Bardet, Pierre Bertrand
In certain applications, for instance biomechanics, turbulence, finance, or Internet traffic, it seems suitable to model the data by a generalization of a fractional Brownian motio…
Dependent Lindeberg central limit theorem and some applications
Jean-Marc Bardet, Paul Doukhan, Gabriel Lang +1
In this paper, a very useful lemma (in two versions) is proved: it simplifies notably the essential step to establish a Lindeberg central limit theorem for dependent processes. The…
Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
Jean-Marc Bardet, Paul Doukhan, José Rafael León
We prove uniform convergence results for the integrated periodogram of a weakly dependent time series, namely a law of large numbers and a central limit theorem. These results are…
Adaptive wavelet based estimator of the memory parameter for stationary Gaussian processes
Jean-Marc Bardet, Hatem Bibi, Abdellatif Jouini
This work is intended as a contribution to a wavelet-based adaptive estimator of the memory parameter in the classical semi-parametric framework for Gaussian stationary processes.…