Abry, Patrice; Boniece, B. Cooper; Didier, Gustavo; Wendt, Herwig Wavelet eigenvalue regression in high dimensions. (English) Zbl 07672038 Stat. Inference Stoch. Process. 26, No. 1, 1-32 (2023). MSC: 62H25 60B20 42C40 60G18 PDFBibTeX XMLCite \textit{P. Abry} et al., Stat. Inference Stoch. Process. 26, No. 1, 1--32 (2023; Zbl 07672038) Full Text: DOI arXiv
Boniece, B. Cooper; Didier, Gustavo On operator fractional Lévy motion: integral representations and time-reversibility. (English) Zbl 1490.60087 Adv. Appl. Probab. 54, No. 2, 493-535 (2022). MSC: 60G22 60G51 60H05 PDFBibTeX XMLCite \textit{B. C. Boniece} and \textit{G. Didier}, Adv. Appl. Probab. 54, No. 2, 493--535 (2022; Zbl 1490.60087) Full Text: DOI arXiv
Abry, Patrice; Didier, Gustavo; Li, Hui Two-step wavelet-based estimation for Gaussian mixed fractional processes. (English) Zbl 1420.62366 Stat. Inference Stoch. Process. 22, No. 2, 157-185 (2019). MSC: 62M10 60G18 42C40 60G22 62H12 62P10 PDFBibTeX XMLCite \textit{P. Abry} et al., Stat. Inference Stoch. Process. 22, No. 2, 157--185 (2019; Zbl 1420.62366) Full Text: DOI arXiv
Abry, Patrice; Didier, Gustavo Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion. (English) Zbl 1397.62291 J. Multivariate Anal. 168, 75-104 (2018). MSC: 62M10 60G18 60G22 62M15 PDFBibTeX XMLCite \textit{P. Abry} and \textit{G. Didier}, J. Multivariate Anal. 168, 75--104 (2018; Zbl 1397.62291) Full Text: DOI arXiv
Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas Domain and range symmetries of operator fractional Brownian fields. (English) Zbl 1386.60145 Stochastic Processes Appl. 128, No. 1, 39-78 (2018). MSC: 60G18 60G15 PDFBibTeX XMLCite \textit{G. Didier} et al., Stochastic Processes Appl. 128, No. 1, 39--78 (2018; Zbl 1386.60145) Full Text: DOI arXiv
Wendt, Herwig; Didier, Gustavo; Combrexelle, Sébastien; Abry, Patrice Multivariate Hadamard self-similarity: testing fractal connectivity. (English) Zbl 1381.62121 Physica D 356-357, 1-36 (2017). MSC: 62H15 60G22 PDFBibTeX XMLCite \textit{H. Wendt} et al., Physica D 356--357, 1--36 (2017; Zbl 1381.62121) Full Text: DOI arXiv Link
Baek, Changryong; Didier, Gustavo; Pipiras, Vladas On integral representations of operator fractional Brownian fields. (English) Zbl 1294.60064 Stat. Probab. Lett. 92, 190-198 (2014). MSC: 60G22 60G18 60G15 PDFBibTeX XMLCite \textit{C. Baek} et al., Stat. Probab. Lett. 92, 190--198 (2014; Zbl 1294.60064) Full Text: DOI arXiv
Didier, Gustavo; Pipiras, Vladas Exponents, symmetry groups and classification of operator fractional Brownian motions. (English) Zbl 1259.60041 J. Theor. Probab. 25, No. 2, 353-395 (2012). Reviewer: Werner Linde (Jena) MSC: 60G22 60G18 PDFBibTeX XMLCite \textit{G. Didier} and \textit{V. Pipiras}, J. Theor. Probab. 25, No. 2, 353--395 (2012; Zbl 1259.60041) Full Text: DOI arXiv Link
Didier, Gustavo; Pipiras, Vladas Integral representations and properties of operator fractional Brownian motions. (English) Zbl 1284.60079 Bernoulli 17, No. 1, 1-33 (2011). MSC: 60G22 60G10 60G18 PDFBibTeX XMLCite \textit{G. Didier} and \textit{V. Pipiras}, Bernoulli 17, No. 1, 1--33 (2011; Zbl 1284.60079) Full Text: DOI arXiv