2 citations · 3 across the 3 of their papers we have counts for
3 papers
stat.AP2008★ 1 cited
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…
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…