Antoine Ayache

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Person:170067

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zbMath Open ayache.antoineMaRDI QIDQ170067

List of research outcomes

PublicationDate of PublicationType
Asymptotic normality for a modified quadratic variation of the Hermite process2024-03-26Paper
https://portal.mardi4nfdi.de/entity/Q61871762024-02-05Paper
An Optimal Uniform Modulus of Continuity for Harmonizable Fractional Stable Motion2023-10-06Paper
Wavelet-Type Expansion of Generalized Hermite Processes with rate of convergence2023-03-09Paper
Wavelet series representation and geometric properties of harmonizable fractional stable sheets2022-07-05Paper
On local path behavior of Surgailis multifractional processes2022-05-31Paper
Asymptotic normality of simultaneous estimators of cyclic long-memory processes2022-05-11Paper
Moving average multifractional processes with random exponent: lower bounds for local oscillations2022-03-07Paper
On the monofractality of many stationary continuous Gaussian fields2021-07-05Paper
Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence2020-08-07Paper
Lower bound for local oscillations of Hermite processes2020-06-09Paper
Estimation of cyclic long‐memory parameters2020-05-07Paper
Wavelet series representation for multifractional multistable Riemann-Liouville process2020-04-13Paper
Different possible behaviors of wavelet leaders of the Brownian motion2019-09-05Paper
Wavelet analysis of a multifractional process in an arbitrary Wiener chaos2019-08-21Paper
A new multifractional process with random exponent2019-03-12Paper
Multifractional Stochastic Fields2018-10-24Paper
Behaviour of linear multifractional stable motion: membership of a critical Hölder space2018-09-04Paper
https://portal.mardi4nfdi.de/entity/Q45803322018-08-15Paper
Estimation of seasonal long-memory parameters2018-05-30Paper
Stationary increments harmonizable stable fields: upper estimates on path behaviour2018-01-26Paper
A useful result related with zeros of continuous compactly supported mother wavelets2017-10-06Paper
Uniformly and strongly consistent estimation for the Hurst function of a linear multifractional stable motion2017-04-05Paper
Harmonizable fractional stable fields: local nondeterminism and joint continuity of the local times2015-12-08Paper
Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters2015-09-03Paper
Linear multifractional stable motion: fine path properties2015-02-19Paper
Continuous Gaussian multifractional processes with random pointwise Hölder regularity2014-09-18Paper
Sharp estimates on the tail behavior of a multistable distribution2013-05-13Paper
Multiparameter multifractional Brownian motion: local nondeterminism and joint continuity of the local times2013-03-26Paper
Stochastic Volatility and Multifractional Brownian Motion2012-09-21Paper
Linear fractional stable motion: A wavelet estimator of the \(\alpha\) parameter2012-09-11Paper
H\"older regularity and series representation of a class of stochastic volatility models2012-08-06Paper
Discretization error of wavelet coefficient for fractal like processes2011-06-14Paper
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 Peyrière2011-05-09Paper
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 Peyrière2010-08-11Paper
Hölder exponents of arbitrary functions2010-05-17Paper
Series representations of fractional Gaussian processes by trigonometric and Haar systems2010-04-30Paper
Joint continuity of the local times of fractional Brownian sheets2009-10-08Paper
https://portal.mardi4nfdi.de/entity/Q33986922009-09-29Paper
https://portal.mardi4nfdi.de/entity/Q33960432009-09-16Paper
Linear fractional stable sheets: Wavelet expansion and sample path properties2009-05-06Paper
$L^p$ properties for Gaussian random series2008-08-07Paper
Approximation of Gaussian random fields: General results and optimal wavelet representation of the Lévy fractional motion2008-04-09Paper
Wavelet construction of generalized multifractional processes2007-08-07Paper
Joint continuity of the local times of linear fractional stable sheets2007-06-26Paper
A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion2007-05-24Paper
Local and asymptotic properties of linear fractional stable sheets2007-04-16Paper
Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets2006-03-21Paper
Multifractional processes with random exponent2005-11-28Paper
On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion2005-08-05Paper
https://portal.mardi4nfdi.de/entity/Q46624112005-03-30Paper
Hausdorff dimension of the graph of the fractional Brownian sheet2004-10-25Paper
Rate optimality of wavelet series approximations of fractional Brownian motion2004-09-22Paper
The generalized multifractional field: A nice tool for the study of the generalized multifractional Brownian motion2003-10-13Paper
Les ondelettes à la conquête du drap brownien fractionnaire. (Wavelets conquering the fractional Brownian field)2003-05-27Paper
A Fourier formulation of the Frostman criterion for random graphs and its applications to wavelet series.2003-05-27Paper
Fractional Brownian sheet2002-08-21Paper
Processus à régularité locale prescrite2002-02-27Paper
Some methods for constructing nonseparable, orthonormal, compactly supported wavelet bases2002-01-08Paper
The generalized multifractional Brownian motion2001-08-14Paper
A geometrical solution of a problem on wavelets2001-07-16Paper
https://portal.mardi4nfdi.de/entity/Q44952422001-01-04Paper
Construction of non separable dyadic compactly supported orthonormal wavelet bases for \(L^2(\mathbb{R}^2)\) of arbitrarily high regularity1999-10-12Paper
Construction de bases orthonormées d'ondelettes de L2(R2) non séparables, à support compact et de régularité arbitrairement grande1998-10-12Paper

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