Publication | Date of Publication | Type |
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Asymptotic normality for a modified quadratic variation of the Hermite process | 2024-03-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q6187176 | 2024-02-05 | Paper |
An Optimal Uniform Modulus of Continuity for Harmonizable Fractional Stable Motion | 2023-10-06 | Paper |
Wavelet-Type Expansion of Generalized Hermite Processes with rate of convergence | 2023-03-09 | Paper |
Wavelet series representation and geometric properties of harmonizable fractional stable sheets | 2022-07-05 | Paper |
On local path behavior of Surgailis multifractional processes | 2022-05-31 | Paper |
Asymptotic normality of simultaneous estimators of cyclic long-memory processes | 2022-05-11 | Paper |
Moving average multifractional processes with random exponent: lower bounds for local oscillations | 2022-03-07 | Paper |
On the monofractality of many stationary continuous Gaussian fields | 2021-07-05 | Paper |
Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence | 2020-08-07 | Paper |
Lower bound for local oscillations of Hermite processes | 2020-06-09 | Paper |
Estimation of cyclic long‐memory parameters | 2020-05-07 | Paper |
Wavelet series representation for multifractional multistable Riemann-Liouville process | 2020-04-13 | Paper |
Different possible behaviors of wavelet leaders of the Brownian motion | 2019-09-05 | Paper |
Wavelet analysis of a multifractional process in an arbitrary Wiener chaos | 2019-08-21 | Paper |
A new multifractional process with random exponent | 2019-03-12 | Paper |
Multifractional Stochastic Fields | 2018-10-24 | Paper |
Behaviour of linear multifractional stable motion: membership of a critical Hölder space | 2018-09-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q4580332 | 2018-08-15 | Paper |
Estimation of seasonal long-memory parameters | 2018-05-30 | Paper |
Stationary increments harmonizable stable fields: upper estimates on path behaviour | 2018-01-26 | Paper |
A useful result related with zeros of continuous compactly supported mother wavelets | 2017-10-06 | Paper |
Uniformly and strongly consistent estimation for the Hurst function of a linear multifractional stable motion | 2017-04-05 | Paper |
Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times | 2015-12-08 | Paper |
Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters | 2015-09-03 | Paper |
Linear multifractional stable motion: fine path properties | 2015-02-19 | Paper |
Continuous Gaussian multifractional processes with random pointwise Hölder regularity | 2014-09-18 | Paper |
Sharp estimates on the tail behavior of a multistable distribution | 2013-05-13 | Paper |
Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times | 2013-03-26 | Paper |
Stochastic Volatility and Multifractional Brownian Motion | 2012-09-21 | Paper |
Linear fractional stable motion: A wavelet estimator of the \(\alpha\) parameter | 2012-09-11 | Paper |
H\"older regularity and series representation of a class of stochastic volatility models | 2012-08-06 | Paper |
Discretization error of wavelet coefficient for fractal like processes | 2011-06-14 | Paper |
Recent developments in fractals and related fields. Based on the international conference on fractals and related fields, Monastir, Tunisia, September 2007 held in honor of Jacques Peyrière | 2011-05-09 | Paper |
Recent developments in fractals and related fields. Based on the international conference on fractals and related fields, Monastir, Tunisia, September 2007 held in honor of Jacques Peyrière | 2010-08-11 | Paper |
Hölder exponents of arbitrary functions | 2010-05-17 | Paper |
Series representations of fractional Gaussian processes by trigonometric and Haar systems | 2010-04-30 | Paper |
Joint continuity of the local times of fractional Brownian sheets | 2009-10-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q3398692 | 2009-09-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q3396043 | 2009-09-16 | Paper |
Linear fractional stable sheets: Wavelet expansion and sample path properties | 2009-05-06 | Paper |
$L^p$ properties for Gaussian random series | 2008-08-07 | Paper |
Approximation of Gaussian random fields: General results and optimal wavelet representation of the Lévy fractional motion | 2008-04-09 | Paper |
Wavelet construction of generalized multifractional processes | 2007-08-07 | Paper |
Joint continuity of the local times of linear fractional stable sheets | 2007-06-26 | Paper |
A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion | 2007-05-24 | Paper |
Local and asymptotic properties of linear fractional stable sheets | 2007-04-16 | Paper |
Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets | 2006-03-21 | Paper |
Multifractional processes with random exponent | 2005-11-28 | Paper |
On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion | 2005-08-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q4662411 | 2005-03-30 | Paper |
Hausdorff dimension of the graph of the fractional Brownian sheet | 2004-10-25 | Paper |
Rate optimality of wavelet series approximations of fractional Brownian motion | 2004-09-22 | Paper |
The generalized multifractional field: A nice tool for the study of the generalized multifractional Brownian motion | 2003-10-13 | Paper |
Les ondelettes à la conquête du drap brownien fractionnaire. (Wavelets conquering the fractional Brownian field) | 2003-05-27 | Paper |
A Fourier formulation of the Frostman criterion for random graphs and its applications to wavelet series. | 2003-05-27 | Paper |
Fractional Brownian sheet | 2002-08-21 | Paper |
Processus à régularité locale prescrite | 2002-02-27 | Paper |
Some methods for constructing nonseparable, orthonormal, compactly supported wavelet bases | 2002-01-08 | Paper |
The generalized multifractional Brownian motion | 2001-08-14 | Paper |
A geometrical solution of a problem on wavelets | 2001-07-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4495242 | 2001-01-04 | Paper |
Construction of non separable dyadic compactly supported orthonormal wavelet bases for \(L^2(\mathbb{R}^2)\) of arbitrarily high regularity | 1999-10-12 | Paper |
Construction de bases orthonormées d'ondelettes de L2(R2) non séparables, à support compact et de régularité arbitrairement grande | 1998-10-12 | Paper |