Gustavo Didier

Available identifiers

zbMath Open didier.gustavoMaRDI QIDQ390690

List of research outcomes

Publication	Date of Publication	Type
On the surprising effectiveness of a simple matrix exponential derivative approximation, with application to global SARS-CoV-2	2023-06-27	Paper
Wavelet eigenvalue regression in high dimensions	2023-04-04	Paper
The generalized Langevin equation in harmonic potentials: anomalous diffusion and equipartition of energy	2022-06-28	Paper
On operator fractional Lévy motion: integral representations and time-reversibility	2022-06-28	Paper
Wavelet eigenvalue regression in high dimensions	2021-08-08	Paper
Asymptotic theory for the detection of mixing in anomalous diffusion	2021-07-09	Paper
Tempered fractional Brownian motion: wavelet estimation, modeling and testing	2021-03-26	Paper
On multivariate fractional random fields: tempering and operator-stable laws	2021-02-25	Paper
On high-dimensional wavelet eigenanalysis	2021-02-10	Paper
On the wavelet-based simulation of anomalous diffusion	2020-03-09	Paper
On fractional Lévy processes: tempering, sample path properties and stochastic integration	2020-02-26	Paper
Two-step wavelet-based estimation for Gaussian mixed fractional processes	2019-07-26	Paper
Fluid heterogeneity detection based on the asymptotic distribution of the time-averaged mean squared displacement in single particle tracking experiments	2019-02-28	Paper
Non-Linear Wavelet Regression and Branch & Bound Optimization for the Full Identification of Bivariate Operator Fractional Brownian Motion	2019-02-08	Paper
Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion	2018-10-16	Paper
Multivariate Hadamard self-similarity: testing fractal connectivity	2018-01-15	Paper
Domain and range symmetries of operator fractional Brownian fields	2017-12-01	Paper
Wavelet estimation for operator fractional Brownian motion	2017-09-21	Paper
The Asymptotic Distribution of The Pathwise Mean Squared Displacement in Single Particle Tracking Experiments	2017-05-26	Paper
Exponents of operator self-similar random fields	2016-12-23	Paper
On integral representations of operator fractional Brownian fields	2014-07-15	Paper
Statistical challenges in microrheology	2014-02-25	Paper
On the vaguelet and Riesz properties of \(L^2\)-unbounded transformations of orthogonal wavelet bases	2014-01-08	Paper
Exponents, symmetry groups and classification of operator fractional Brownian motions	2012-06-26	Paper
Integral representations and properties of operator fractional Brownian motions	2011-09-02	Paper
Adaptive wavelet decompositions of stationary time series	2011-04-06	Paper
On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests	2008-11-18	Paper
Gaussian stationary processes: Adaptive wavelet decompositions, discrete approximations, and their convergence	2008-05-05	Paper

Research outcomes over time

Doctoral students

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