93 citations · 513 across the 46 of their papers we have counts for
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math.ST2017★ 1 cited
Wavelet eigenvalue regression for -variate operator fractional Brownian motion
Patrice Abry, Gustavo Didier
In this contribution, we extend the methodology proposed in Abry and Didier (2017) to obtain the first joint estimator of the real parts of the Hurst eigenvalues of -variate OFB…
math.ST2017★ 24 cited
Multivariate Hadamard self-similarity: testing fractal connectivity
Herwig Wendt, Gustavo Didier, Sébastien Combrexelle +1
While scale invariance is commonly observed in each component of real world multivariate signals, it is also often the case that the inter-component correlation structure is not fr…