Gustavo Didier

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Person:390690

Available identifiers

zbMath Open didier.gustavoMaRDI QIDQ390690

List of research outcomes





PublicationDate of PublicationType
Multivariate selfsimilarity: multiscale eigen-structures for selfsimilarity parameter estimation2024-09-16Paper
On the surprising effectiveness of a simple matrix exponential derivative approximation, with application to global SARS-CoV-22023-06-27Paper
Wavelet eigenvalue regression in high dimensions2023-04-04Paper
The generalized Langevin equation in harmonic potentials: anomalous diffusion and equipartition of energy2022-06-28Paper
On operator fractional Lévy motion: integral representations and time-reversibility2022-06-28Paper
Wavelet eigenvalue regression in high dimensions2021-08-08Paper
Asymptotic theory for the detection of mixing in anomalous diffusion2021-07-09Paper
Tempered fractional Brownian motion: wavelet estimation, modeling and testing2021-03-26Paper
On multivariate fractional random fields: tempering and operator-stable laws2021-02-25Paper
On high-dimensional wavelet eigenanalysis2021-02-10Paper
On the wavelet-based simulation of anomalous diffusion2020-03-09Paper
On fractional Lévy processes: tempering, sample path properties and stochastic integration2020-02-26Paper
Two-step wavelet-based estimation for Gaussian mixed fractional processes2019-07-26Paper
Fluid heterogeneity detection based on the asymptotic distribution of the time-averaged mean squared displacement in single particle tracking experiments2019-02-28Paper
Non-Linear Wavelet Regression and Branch & Bound Optimization for the Full Identification of Bivariate Operator Fractional Brownian Motion2019-02-08Paper
Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion2018-10-16Paper
Multivariate Hadamard self-similarity: testing fractal connectivity2018-01-15Paper
Domain and range symmetries of operator fractional Brownian fields2017-12-01Paper
Wavelet estimation for operator fractional Brownian motion2017-09-21Paper
The Asymptotic Distribution of The Pathwise Mean Squared Displacement in Single Particle Tracking Experiments2017-05-26Paper
Exponents of operator self-similar random fields2016-12-23Paper
On integral representations of operator fractional Brownian fields2014-07-15Paper
Statistical challenges in microrheology2014-02-25Paper
On the vaguelet and Riesz properties of \(L^2\)-unbounded transformations of orthogonal wavelet bases2014-01-08Paper
Exponents, symmetry groups and classification of operator fractional Brownian motions2012-06-26Paper
Integral representations and properties of operator fractional Brownian motions2011-09-02Paper
Adaptive wavelet decompositions of stationary time series2011-04-06Paper
On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests2008-11-18Paper
Gaussian stationary processes: Adaptive wavelet decompositions, discrete approximations, and their convergence2008-05-05Paper
On the empirical spectral distribution of large wavelet random matrices based on mixed-Gaussian fractional measurements in moderately high dimensionsN/APaper

Research outcomes over time

This page was built for person: Gustavo Didier