The following pages link to Emmanuel Bacry (Q681528):
Displaying 42 items.
- (Q212756) (redirect page) (← links)
- Concentration inequalities for matrix martingales in continuous time (Q681530) (← links)
- Continuous cascade models for asset returns (Q844574) (← links)
- Singularity spectrum of multifractal functions involving oscillating singularities (Q1271483) (← links)
- Singularity spectrum of fractal signals from wavelet analysis: Exact results (Q1279188) (← links)
- Oscillating singularities on Cantor sets: A grand-canonical multifractal formalism (Q1285038) (← links)
- Log-infinitely divisible multifractal processes (Q1416862) (← links)
- Multifractal analysis in a mixed asymptotic framework (Q1958499) (← links)
- From rough to multifractal volatility: the log S-fBm model (Q2170609) (← links)
- Intermittent process analysis with scattering moments (Q2338929) (← links)
- Some limit theorems for Hawkes processes and application to financial statistics (Q2447641) (← links)
- (Q2715894) (← links)
- (Q2781630) (← links)
- Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns (Q2897157) (← links)
- Extreme values and fat tails of multifractal fluctuations (Q2903701) (← links)
- First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation (Q2976939) (← links)
- Mean-field inference of Hawkes point processes (Q2991839) (← links)
- (Q4011985) (← links)
- A wavelet based space-time adaptive numerical method for partial differential equations (Q4033710) (← links)
- THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS (Q4314448) (← links)
- (Q4359333) (← links)
- (Q4359375) (← links)
- (Q4359440) (← links)
- BEYOND CLASSICAL MULTIFRACTAL ANALYSIS USING WAVELETS: UNCOVERING A MULTIPLICATIVE PROCESS HIDDEN IN THE GEOMETRICAL COMPLEXITY OF DIFFUSION LIMITED AGGREGATES (Q4400218) (← links)
- (Q4524813) (← links)
- Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics (Q4554209) (← links)
- Analysis of order book flows using a non-parametric estimation of the branching ratio matrix (Q4554417) (← links)
- The role of volume in order book dynamics: a multivariate Hawkes process analysis (Q4555121) (← links)
- (Q4558519) (← links)
- (Q4558550) (← links)
- Audio Denoising by Time-Frequency Block Thresholding (Q4568660) (← links)
- Wavelet-based estimators of scaling behavior (Q4677615) (← links)
- Random cascades on wavelet dyadic trees (Q4701641) (← links)
- (Q4823031) (← links)
- Uncovering a multiplicative process in one-dimensional cuts of diffusion-limited aggregates (Q4890056) (← links)
- (Q4969095) (← links)
- Disentangling and quantifying market participant volatility contributions (Q5235452) (← links)
- Hawkes model for price and trades high-frequency dynamics (Q5245453) (← links)
- Harmonic decomposition of audio signals with matching pursuit (Q5353721) (← links)
- Log-normal continuous cascade model of asset returns: aggregation properties and estimation (Q5397418) (← links)
- Modelling microstructure noise with mutually exciting point processes (Q5746743) (← links)
- Modelling financial time series using multifractal random walks (Q5947867) (← links)
