Jean‐Marc Bardet

activity

20072025

most citedA wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter

58 citations · 139 across the 28 of their papers we have counts for

collaborators

Showing 2012Show all

2 papers · 1 filter

math.ST2012★ 20 cited

Monitoring procedure for parameter change in causal time series

Jean-Marc Bardet, William Chakry Kengne

We propose a new sequential procedure to detect change in the parameters of a process $X = (X_{t})_{t \in Z}$ belonging to a large class of causal models (such as AR( $\infty$ ), ARCH(…

math.ST2012

Semiparametric stationarity tests based on adaptive multidimensional increment ratio statistics

Jean-Marc Bardet, Béchir Dola

In this paper, we show that the adaptive multidimensional increment ratio estimator of the long range memory parameter defined in Bardet and Dola (2012) satisfies a central limit t…