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Jean-Marc Bardet (SAMM)

Identifiers

  • name variant Jean-Marc Bardet (SAMM) 0.60 · backfill

Papers (16)

  1. Consistent model selection criteria and goodness-of-fit test for affine causal processes math.ST · 2019 · author #1
  2. Data-driven semi-parametric detection of multiple changes in long-range dependent processes math.ST · 2018 · author #1
  3. Non-parametric estimation of time varying AR(1)--processes with local stationarity and periodicity math.ST · 2017 · author #1
  4. Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics math.ST · 2016 · author #1
  5. Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes math.ST · 2016 · author #1
  6. A new non-parametric detector of univariate outliers for distributions with unbounded support math.ST · 2015 · author #1
  7. Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process math.ST · 2013 · author #1
  8. Monitoring procedure for parameter change in causal time series math.ST · 2012 · author #1
  9. Semiparametric stationarity tests based on adaptive multidimensional increment ratio statistics math.ST · 2012 · author #1
  10. Moment bounds and central limit theorems for Gaussian subordinated arrays math.ST · 2011 · author #1
  11. Adaptive semiparametric wavelet estimator and goodness-of-fit test for long memory linear processes math.ST · 2010 · author #1
  12. Nonparametric estimation of the local Hurst function of multifractional Gaussian processes math.ST · 2010 · author #1
  13. Adaptive estimator of the memory parameter and goodness-of-fit test using a multidimensional increment ratio statistic math.ST · 2010 · author #1
  14. Detecting multiple change-points in general causal time series using penalized quasi-likelihood math.ST · 2010 · author #1
  15. A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter math.ST · 2008 · author #1
  16. Measuring the roughness of random paths by increment ratios math.ST · 2008 · author #1

Mentions

  • 1302.5890 #1 · backfill · confidence 0.70 Jean-Marc Bardet (SAMM)
  • 1209.4746 #1 · backfill · confidence 0.70 Jean-Marc Bardet (SAMM)
  • 1207.2453 #1 · backfill · confidence 0.70 Jean-Marc Bardet (SAMM)
  • 1104.4732 #1 · backfill · confidence 0.70 Jean-Marc Bardet (SAMM)
  • 1012.0690 #1 · backfill · confidence 0.70 Jean-Marc Bardet (SAMM)
  • 1010.2895 #1 · backfill · confidence 0.70 Jean-Marc Bardet (SAMM)
  • 1010.0426 #1 · backfill · confidence 0.70 Jean-Marc Bardet (SAMM)
  • 1008.0054 #1 · backfill · confidence 0.70 Jean-Marc Bardet (SAMM)
  • 0811.2664 #1 · backfill · confidence 0.70 Jean-Marc Bardet (SAMM)
  • 0802.0489 #1 · backfill · confidence 0.70 Jean-Marc Bardet (SAMM)

Frequent Coauthors