| Publication | Date of Publication | Type |
|---|
Data mining for estimating the impact of physical activity levels on the health-related well-being
Advances in Data Science and Adaptive Analysis | 2024-06-03 | Paper |
A generalized linear model approach to seasonal aspects of wind speed modeling
Journal of Applied Statistics | 2020-10-28 | Paper |
Overfitting of Hurst estimators for multifractional Brownian motion: a fitting test advocating simple models
Risk and Decision Analysis | 2019-03-12 | Paper |
Classifying heartrate by change detection and wavelet methods for emergency physicians
ESAIM: Proceedings and Surveys | 2016-01-29 | Paper |
Confidence intervals for annual wind power production
ESAIM: Proceedings | 2015-11-17 | Paper |
Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method
ESAIM: Probability and Statistics | 2014-04-10 | Paper |
Modelling NASDAQ series by sparse multifractional Brownian motion
Methodology and Computing in Applied Probability | 2012-06-26 | Paper |
A non-parametric estimator of the spectral density of a continuous-time Gaussian process observed at random times
Scandinavian Journal of Statistics | 2011-11-26 | Paper |
Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method
Sequential Analysis | 2011-06-20 | Paper |
Discretization error of wavelet coefficient for fractal like processes
Advances in Pure and Applied Mathematics | 2011-06-14 | Paper |
A process very similar to multifractional Brownian motion
Recent Developments in Fractals and Related Fields | 2011-05-09 | Paper |
Fast change point analysis on the Hurst index of piecewise fractional Brownian motion
| 2011-03-21 | Paper |
Filtered derivative with p-value method for multiple change-points detection
| 2010-03-22 | Paper |
Financial modelling by multiscale fractional Brownian motion
| 2009-09-16 | Paper |
DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION
Fractals | 2008-07-02 | Paper |
Estimation non-param\'etrique de la densit\'e spectrale d'un processus gaussien \'echantillonn\'e al\'eatoirement
| 2008-02-11 | Paper |
Identification of the multiscale fractional Brownian motion with biomechanical applications
Journal of Time Series Analysis | 2007-12-16 | Paper |
A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion
Statistical Inference for Stochastic Processes | 2007-05-24 | Paper |
scientific article; zbMATH DE number 2134053 (Why is no real title available?)
| 2005-02-15 | Paper |
Identification d’un processus gaussien multifractionnaire avec des ruptures sur la fonction d’échelle
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2003-10-20 | Paper |
Comparison of multidimensional diffusion processes
Stochastic Analysis and Applications | 2003-01-09 | Paper |
Identification of the Hurst index of a step fractional Brownian motion
Statistical Inference for Stochastic Processes | 2002-03-25 | Paper |
A local method for estimating change points: the “Hat-function”
Statistics | 2001-02-27 | Paper |
scientific article; zbMATH DE number 1069630 (Why is no real title available?)
| 2000-09-21 | Paper |
Comparaison de l’erreur quadratique moyenne intégrée pour différents estimateurs du coefficient de diffusion d’un processus
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1999-03-09 | Paper |
scientific article; zbMATH DE number 1069353 (Why is no real title available?)
| 1998-08-24 | Paper |
Adaptive control of partially observed linear stochastic systems
Stochastics and Stochastic Reports | 1996-11-18 | Paper |
scientific article; zbMATH DE number 440532 (Why is no real title available?)
| 1995-05-28 | Paper |
scientific article; zbMATH DE number 622512 (Why is no real title available?)
| 1994-08-21 | Paper |
scientific article; zbMATH DE number 4103515 (Why is no real title available?)
| 1989-01-01 | Paper |
