54 citations · 104 across the 27 of their papers we have counts for
3 papers · 2 filters
Large scale reduction principle and application to hypothesis testing
Marianne Clausel, François Roueff, Murad Taqqu
Consider a non--linear function where is a stationary Gaussian sequence with long--range dependence. The usual reduction principle states that the partial sums of $G…
Texture Modeling by Gaussian fields with prescribed local orientation
Kévin Polisano, Marianne Clausel, Valérie Perrier +1
This paper presents a new framework for oriented texture modeling. We introduce a new class of Gaussian fields, called Locally Anisotropic Fractional Brownian Fields, with prescrib…
Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders
Marianne Clausel, François Roueff, Murad Taqqu +1
Hermite processes are self--similar processes with stationary increments which appear as limits of normalized sums of random variables with long range dependence. The Hermite proce…