Liste de (pré)publications

 

1. Bardet, Jean-Marc et Bertrand, Pierre
   Definition, properties and wavelet analysis of multiscale fractional Brownian motion.
   Soumis à Stochastic Process. Appl. (2003).
   

2. Bardet, Jean-Marc et Bertrand, Pierre
   Identification of the multiscale fractional Brownian motion with biomechanical applications.
   Soumis à J. of Time Series Anal. (2003).
   

3. Azaïs, Jean-Marc; Bardet, Jean-Marc; Wschebor, Mario
   On the tails of the distribution of the maximum of a smooth stationary Gaussian process.
   ESAIM Prob. Stat. (2002), 6, p.177-185.
   

4. Bardet, Jean-Marc
   Bivariate occupation measure dimension of multidimensional processes.
   Stochastic Process. Appl. (2002), 99, p. 323-348.
   

5. Bardet, Jean-Marc
   Statistical study of the wavelet analysis of fractional Brownian motion.
   IEEE Trans. on Infor. Theory (2002), 48, p. 991-999.
   

6. Bardet, Jean-Marc; Lang, Gabriel; Oppenheim, Georges; Philippe, Anne et Taqqu, Murad
   Generators of long-range dependent processes : A survey.
   Long-range Dependence : Theory and Applications, Birkhauser (2002).
   

7. Bardet, Jean-Marc; Lang, Gabriel; Oppenheim, Georges; Philippe, Anne; Stoev, Stilian et Taqqu, Murad
   Semi-parametric estimation of the long-range dependent processes : A survey.
   Long-range Dependence : Theory and Applications, Birkhauser (2002).
   

8. Bertrand, Pierre; Bardet, Jean-Marc; Dabonneville, Michel et Mouzat, Arnaud
   Automatic Determination of the Different Control Mechanisms in Upright Position by a Wavelet Method.
   IEEE Engineering in Medicine and Biology Society 25 - 28, Istambul (2001).
   

9. Bardet, Jean-Marc
   Les cours d'actifs financiers sont-ils autosimilaires?
   Journal de la SFDS (2000), 141, p. 137-148.
   

10. Bardet, Jean-Marc; Lang, Gabriel; Moulines, Eric; Soulier, Philippe
    Wavelet estimator of long-range dependent processes.
    Statistical Inference for Stochastic Processes (2000), 3, p. 85-99.
    

11. Bardet, Jean-Marc
    Testing for the presence of self-similarity of Gaussian time series having stationary increments.
    J. of Time Series Anal. (2000), 21, p. 497-516.
    

12. Bardet, Jean-Marc
    La mémoire longue en économie : discussion et commentaires.
    Journal de la SFDS (1999), 140, p. 49-54.
    

13. Bardet, Jean-Marc
    Un test d'auto-similarité pour les processus gaussiens à accroissements stationnaires.
    C. R. Acad. Sci. Paris Sér. I Math. (1999), 328, 6, p. 521-526.
    

14. Bardet, Jean-Marc; Moulines, Eric; Soulier, Philippe
    Recent advances on the semi-parametric estimation of the long-range dependence coefficient
    Systèmes différentiels fractionnaires (Paris, 1998), 29--41, ESAIM Proc., 5, Soc. Math. Appl. Indust., Paris, (1998).
    

15. Bardet, Jean-Marc
    Dimension de corrélation locale et dimension de Hausdorff des processus vectoriels continus.
    C. R. Acad. Sci. Paris Sér. I Math. 326 (1998), no. 5, 589--594S.