Boularouk, Yakoub; Bardet, Jean-Marc Generalized Gaussian quasi-maximum likelihood estimation for most common time series. (English) Zbl 07808608 Commun. Stat., Theory Methods 53, No. 4, 1459-1478 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Boularouk} and \textit{J.-M. Bardet}, Commun. Stat., Theory Methods 53, No. 4, 1459--1478 (2024; Zbl 07808608) Full Text: DOI
Bardet, Jean-Marc A new estimator for LARCH processes. (English) Zbl 07786781 J. Time Ser. Anal. 45, No. 1, 103-132 (2024). MSC: 62Mxx 62F12 62M10 91B84 PDFBibTeX XMLCite \textit{J.-M. Bardet}, J. Time Ser. Anal. 45, No. 1, 103--132 (2024; Zbl 07786781) Full Text: DOI arXiv
Bardet, Jean-Marc; Doukhan, Paul; Wintenberger, Olivier Contrast estimation of time-varying infinite memory processes. (English) Zbl 07577018 Stochastic Processes Appl. 152, 32-85 (2022). MSC: 62M10 62F12 60G10 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., Stochastic Processes Appl. 152, 32--85 (2022; Zbl 07577018) Full Text: DOI
Bardet, Jean-Marc; Guenaizi, Abdellatif Data-driven semi-parametric detection of multiple changes in long-range dependent processes. (English) Zbl 1462.62512 Electron. J. Stat. 14, No. 2, 3606-3643 (2020). MSC: 62M05 62G05 62G10 62G20 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{A. Guenaizi}, Electron. J. Stat. 14, No. 2, 3606--3643 (2020; Zbl 1462.62512) Full Text: DOI arXiv Euclid
Bardet, Jean-Marc; Kamila, Kare; Kengne, William Consistent model selection criteria and goodness-of-fit test for common time series models. (English) Zbl 1434.62180 Electron. J. Stat. 14, No. 1, 2009-2052 (2020). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., Electron. J. Stat. 14, No. 1, 2009--2052 (2020; Zbl 1434.62180) Full Text: DOI arXiv Euclid
Bardet, Jean-Marc; Doukhan, Paul Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity. (English) Zbl 1403.62155 Electron. J. Stat. 12, No. 2, 2323-2354 (2018). MSC: 62M10 62G05 60F05 60G10 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{P. Doukhan}, Electron. J. Stat. 12, No. 2, 2323--2354 (2018; Zbl 1403.62155) Full Text: DOI arXiv Euclid
Bardet, Jean-Marc (ed.); Fokianos, Konstantinos (ed.); Neumann, Michael H. (ed.) Editorial for the special issue in honour of Paul Doukhan. (English) Zbl 1368.01033 Statistics 51, No. 1, 1-2 (2017). MSC: 01A70 00B30 62-06 PDFBibTeX XMLCite \textit{J.-M. Bardet} (ed.) et al., Statistics 51, No. 1, 1--2 (2017; Zbl 1368.01033) Full Text: DOI
Bardet, Jean-Marc; Dola, Béchir Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics. (English) Zbl 1499.62298 J. Time Ser. Econom. 8, No. 2, 115-153 (2016). MSC: 62M10 62M07 62E20 62M15 62P20 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{B. Dola}, J. Time Ser. Econom. 8, No. 2, 115--153 (2016; Zbl 1499.62298) Full Text: DOI arXiv
Bardet, Jean-Marc; Tudor, Ciprian Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process. (English) Zbl 1298.60045 J. Multivariate Anal. 131, 1-16 (2014). MSC: 60G18 60F05 60H05 62F12 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{C. Tudor}, J. Multivariate Anal. 131, 1--16 (2014; Zbl 1298.60045) Full Text: DOI arXiv
Bardet, Jean-Marc; Kengne, William Monitoring procedure for parameter change in causal time series. (English) Zbl 1280.62103 J. Multivariate Anal. 125, 204-221 (2014). MSC: 62M10 62L12 62L10 60F05 62P05 65C60 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{W. Kengne}, J. Multivariate Anal. 125, 204--221 (2014; Zbl 1280.62103) Full Text: DOI arXiv
Bardet, Jean-Marc; Kammoun, Imen; Billat, Veronique A new process for modeling heartbeat signals during exhaustive run with an adaptive estimator of its fractal parameters. (English) Zbl 1514.62220 J. Appl. Stat. 39, No. 6, 1331-1351 (2012). MSC: 62P10 62M10 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., J. Appl. Stat. 39, No. 6, 1331--1351 (2012; Zbl 1514.62220) Full Text: DOI
Bardet, Jean-Marc; Bibi, Hatem Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes. (English) Zbl 1295.62082 Electron. J. Stat. 6, 2383-2419 (2012). MSC: 62M07 62M09 62M10 62M15 60F05 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{H. Bibi}, Electron. J. Stat. 6, 2383--2419 (2012; Zbl 1295.62082) Full Text: DOI arXiv Euclid
Bardet, Jean-Marc; Kengne, William; Wintenberger, Olivier Multiple breaks detection in general causal time series using penalized quasi-likelihood. (English) Zbl 1337.62210 Electron. J. Stat. 6, 435-477 (2012). MSC: 62M07 62M10 62F12 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., Electron. J. Stat. 6, 435--477 (2012; Zbl 1337.62210) Full Text: DOI Euclid
Bardet, Jean-Marc; Wintenberger, Olivier Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes. (English) Zbl 1173.62063 Ann. Stat. 37, No. 5B, 2730-2759 (2009). MSC: 62M10 62F12 62H12 62G05 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{O. Wintenberger}, Ann. Stat. 37, No. 5B, 2730--2759 (2009; Zbl 1173.62063) Full Text: DOI arXiv
Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael A functional limit theorem for \(\eta \)-weakly dependent processes and its applications. (English) Zbl 1204.60026 Stat. Inference Stoch. Process. 11, No. 3, 265-280 (2008). MSC: 60F05 62F12 62M10 60F17 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., Stat. Inference Stoch. Process. 11, No. 3, 265--280 (2008; Zbl 1204.60026) Full Text: DOI HAL
Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle’s estimate. (English) Zbl 1198.62087 J. Time Ser. Anal. 29, No. 5, 906-945 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M09 60F05 60F15 62M15 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., J. Time Ser. Anal. 29, No. 5, 906--945 (2008; Zbl 1198.62087) Full Text: DOI arXiv HAL
Bardet, Jean-Marc; Doukhan, Paul; Lang, Gabriel; Ragache, Nicolas Dependent Lindeberg central limit theorem and some applications. (English) Zbl 1187.60013 ESAIM, Probab. Stat. 12, 154-172 (2008). MSC: 60F05 62G07 62M10 62G09 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., ESAIM, Probab. Stat. 12, 154--172 (2008; Zbl 1187.60013) Full Text: DOI arXiv EuDML
Bardet, Jean-Marc; Bibi, Hatem; Jouini, Abdellatif Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes. (English) Zbl 1155.62060 Bernoulli 14, No. 3, 691-724 (2008). MSC: 62M09 42C40 60F05 62G05 62G20 PDFBibTeX XMLCite \textit{J.-M. Bardet} et al., Bernoulli 14, No. 3, 691--724 (2008; Zbl 1155.62060) Full Text: DOI arXiv