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Gustavo Didier
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Cited by
Year
Integral representations and properties of operator fractional Brownian motions
G Didier, V Pipiras
Bernoulli, 1-33, 2011
1122011
Wavelet estimation for operator fractional Brownian motion
P Abry, G Didier
Bernoulli 24 (2), 895-928, 2018
522018
Exponents, symmetry groups and classification of operator fractional Brownian motions
G Didier, V Pipiras
Journal of Theoretical Probability 25 (2), 353-395, 2012
382012
On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests
A Belloni, G Didier
Annals of Statistics, 2377-2408, 2008
362008
Multivariate Hadamard self-similarity: testing fractal connectivity
H Wendt, G Didier, S Combrexelle, P Abry
Physica D: Nonlinear Phenomena 356, 1-36, 2017
272017
Statistical challenges in microrheology
G Didier, SA McKinley, DB Hill, J Fricks
Journal of Time Series Analysis 33 (5), 724-743, 2012
272012
Multivariate scale-free temporal dynamics: From spectral (Fourier) to fractal (wavelet) analysis
P Abry, H Wendt, S Jaffard, G Didier
Comptes Rendus. Physique 20 (5), 489-501, 2019
252019
Gaussian stationary processes: adaptive wavelet decompositions, discrete approximations, and their convergence
G Didier, V Pipiras
Journal of Fourier Analysis and Applications 14, 203-234, 2008
252008
Wavelet eigenvalue regression for n-variate operator fractional Brownian motion
P Abry, G Didier
Journal of Multivariate Analysis 168, 78-104, 2018
232018
On fractional Lévy processes: tempering, sample path properties and stochastic integration
BC Boniece, G Didier, F Sabzikar
Journal of Statistical Physics 178 (4), 954-985, 2020
202020
Two-step wavelet-based estimation for Gaussian mixed fractional processes
P Abry, G Didier, H Li
Statistical Inference for Stochastic Processes 22 (2), 157-185, 2019
142019
Demixing multivariate-operator self-similar processes
G Didier, H Helgason, P Abry
2015 IEEE International Conference on Acoustics, Speech and Signal …, 2015
142015
Tempered fractional Brownian motion: wavelet estimation, modeling and testing
B Cooper Boniece, G Didier, F Sabzikar
Applied and Computational Harmonic Analysis 51 (March), 461-509, 2021
132021
Domain and range symmetries of operator fractional Brownian fields
G Didier, MM Meerschaert, V Pipiras
Stochastic Processes and their Applications 128 (1), 39-78, 2018
132018
Non-linear regression for bivariate self-similarity identification—Application to anomaly detection in Internet traffic based on a joint scaling analysis of packet and byte counts
J Frecon, R Fontugne, G Didier, N Pustelnik, K Fukuda, P Abry
2016 IEEE International Conference on Acoustics, Speech and Signal …, 2016
132016
Exponents of operator self-similar random fields
G Didier, MM Meerschaert, V Pipiras
Journal of Mathematical Analysis and Applications 448 (2), 1450-1466, 2017
112017
Non-linear wavelet regression and branch & bound optimization for the full identification of bivariate operator fractional Brownian motion
J Frecon, G Didier, N Pustelnik, P Abry
IEEE Transactions on Signal Processing 64 (15), 4040-4049, 2016
112016
Asymptotic analysis of the mean squared displacement under fractional memory kernels
G Didier, H Nguyen
SIAM Journal on Mathematical Analysis 52 (4), 3818-3842, 2020
102020
The asymptotic distribution of the pathwise mean squared displacement in single particle tracking experiments
G Didier, K Zhang
Journal of Time Series Analysis 38 (3), 395-416, 2017
92017
On integral representations of operator fractional Brownian fields
C Baek, G Didier, V Pipiras
Statistics & Probability Letters 92, 190-198, 2014
92014
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