The following pages link to Pierre R. Bertrand (Q430878):
Displaying 27 items.
- (Q180842) (redirect page) (← links)
- Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
- A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion (Q882907) (← links)
- 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 (Q986058) (← links)
- Discretization error of wavelet coefficient for fractal like processes (Q3006412) (← links)
- Off-Line Detection of Multiple Change Points by the Filtered Derivative with<i>p</i>-Value Method (Q3006704) (← links)
- A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times (Q3103134) (← links)
- Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models (Q3119664) (← links)
- (Q3140682) (← links)
- (Q3159193) (← links)
- (Q3396056) (← links)
- Confidence intervals for annual wind power production (Q3451714) (← links)
- Classifying heartrate by change detection and wavelet methods for emergency physicians (Q3465130) (← links)
- DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION (Q3510241) (← links)
- (Q3828338) (← links)
- Comparaison de l’erreur quadratique moyenne intégrée pour différents estimateurs du coefficient de diffusion d’un processus (Q4221755) (← links)
- (Q4303020) (← links)
- (Q4356401) (← links)
- (Q4356594) (← links)
- Comparison of multidimensional diffusion processes (Q4395788) (← links)
- A local method for estimating change points: the “Hat-function” (Q4505970) (← links)
- Adaptive control of partially observed linear stochastic systems (Q4715831) (← links)
- Identification d’un processus gaussien multifractionnaire avec des ruptures sur la fonction d’échelle (Q4719823) (← links)
- A generalized linear model approach to seasonal aspects of wind speed modeling (Q5128675) (← links)
- Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method (Q5408474) (← links)
- Identification of the multiscale fractional Brownian motion with biomechanical applications (Q5430490) (← links)
- Identification of the Hurst index of a step fractional Brownian motion (Q5933671) (← links)
