58 citations · 139 across the 28 of their papers we have counts for
4 papers · 1 filter
A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
Jean-Marc Bardet, Ciprian Tudor
By using chaos expansion into multiple stochastic integrals, we make a wavelet analysis of two self-similar stochastic processes: the fractional Brownian motion and the Rosenblatt…
A nonparametric estimator of the spectral density of a continuous-time Gaussian process observed at random times
Jean-Marc Bardet, Pierre Bertrand
In numerous applications data are observed at random times and an estimated graph of the spectral density may be relevant for characterizing and explaining phenomena. By using a wa…
A new stochastic process to model Heart Rate series during exhaustive run and an estimator of its fractality parameter
Imen Kammoun, Véronique Billat, Jean-Marc Bardet
In order to interpret and explain the physiological signal behaviors, it can be interesting to find some constants among the fluctuations of these data during all the effort or dur…
Measuring the roughness of random paths by increment ratios
Jean-Marc Bardet, Donatas Surgailis
A statistic based on increment ratios (IR) and related to zero crossings of increment sequence is defined and studied for measuring the roughness of random paths. The main advantag…