Integral representations and properties of operator fractional Brownian motions G Didier, V Pipiras | 114 | 2011 |
Wavelet estimation for operator fractional Brownian motion P Abry, G Didier Bernoulli 24 (2), 895-928, 2018 | 54 | 2018 |
Exponents, symmetry groups and classification of operator fractional Brownian motions G Didier, V Pipiras Journal of Theoretical Probability 25 (2), 353-395, 2012 | 39 | 2012 |
On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests A Belloni, G Didier Annals of Statistics, 2377-2408, 2008 | 37 | 2008 |
Statistical challenges in microrheology G Didier, SA McKinley, DB Hill, J Fricks Journal of Time Series Analysis 33 (5), 724-743, 2012 | 28 | 2012 |
Multivariate Hadamard self-similarity: testing fractal connectivity H Wendt, G Didier, S Combrexelle, P Abry Physica D: Nonlinear Phenomena 356, 1-36, 2017 | 27 | 2017 |
Multivariate scale-free temporal dynamics: From spectral (Fourier) to fractal (wavelet) analysis P Abry, H Wendt, S Jaffard, G Didier Comptes Rendus. Physique 20 (5), 489-501, 2019 | 25 | 2019 |
Gaussian stationary processes: adaptive wavelet decompositions, discrete approximations, and their convergence G Didier, V Pipiras Journal of Fourier Analysis and Applications 14, 203-234, 2008 | 25 | 2008 |
Wavelet eigenvalue regression for n-variate operator fractional Brownian motion P Abry, G Didier Journal of Multivariate Analysis 168, 78-104, 2018 | 24 | 2018 |
On fractional Lévy processes: tempering, sample path properties and stochastic integration BC Boniece, G Didier, F Sabzikar Journal of Statistical Physics 178 (4), 954-985, 2020 | 20 | 2020 |
Tempered fractional Brownian motion: wavelet estimation, modeling and testing B Cooper Boniece, G Didier, F Sabzikar Applied and Computational Harmonic Analysis 51 (March), 461-509, 2021 | 17 | 2021 |
Two-step wavelet-based estimation for Gaussian mixed fractional processes P Abry, G Didier, H Li Statistical Inference for Stochastic Processes 22 (2), 157-185, 2019 | 14 | 2019 |
Non-linear regression for bivariate self-similarity identification—Application to anomaly detection in Internet traffic based on a joint scaling analysis of packet and byte counts J Frecon, R Fontugne, G Didier, N Pustelnik, K Fukuda, P Abry 2016 IEEE International Conference on Acoustics, Speech and Signal …, 2016 | 14 | 2016 |
Demixing multivariate-operator self-similar processes G Didier, H Helgason, P Abry 2015 IEEE International Conference on Acoustics, Speech and Signal …, 2015 | 14 | 2015 |
Domain and range symmetries of operator fractional Brownian fields G Didier, MM Meerschaert, V Pipiras Stochastic Processes and their Applications 128 (1), 39-78, 2018 | 13 | 2018 |
Asymptotic analysis of the mean squared displacement under fractional memory kernels G Didier, H Nguyen SIAM Journal on Mathematical Analysis 52 (4), 3818-3842, 2020 | 11 | 2020 |
Exponents of operator self-similar random fields G Didier, MM Meerschaert, V Pipiras Journal of Mathematical Analysis and Applications 448 (2), 1450-1466, 2017 | 11 | 2017 |
Non-linear wavelet regression and branch & bound optimization for the full identification of bivariate operator fractional Brownian motion J Frecon, G Didier, N Pustelnik, P Abry IEEE Transactions on Signal Processing 64 (15), 4040-4049, 2016 | 11 | 2016 |
The asymptotic distribution of the pathwise mean squared displacement in single particle tracking experiments G Didier, K Zhang Journal of Time Series Analysis 38 (3), 395-416, 2017 | 9 | 2017 |
On integral representations of operator fractional Brownian fields C Baek, G Didier, V Pipiras Statistics & Probability Letters 92, 190-198, 2014 | 9 | 2014 |