Edit Profile (opens in new tab) Bardet, Jean-Marc Co-Author Distance Author ID: bardet.jean-marc Published as: Bardet, Jean-Marc; Bardet, J. M.; Bardet, J.-M. more...less Documents Indexed: 52 Publications since 1998, including 7 Additional arXiv Preprints 2 Contributions as Editor Co-Authors: 43 Co-Authors with 45 Joint Publications 976 Co-Co-Authors all top 5 Co-Authors 8 single-authored 6 Doukhan, Paul 5 Bertrand, Pierre Raphael 5 Kammoun, Imen 5 Wintenberger, Olivier 4 Lang, Gabriel 3 Billat, Véronique L. 3 Dola, Béchir 3 Surgailis, Donatas 2 Bibi, Hatem 2 Boularouk, Yakoub 2 León, José Rafael R. 2 Moulines, Eric 2 Oppenheim, Georges G. 2 Philippe, Anne 2 Soulier, Philippe 2 Taqqu, Murad S. 2 Tudor, Ciprian A. 1 Anantharaman, Nalini 1 Azaïs, Jean-Marc 1 Brault, Vincent 1 Dachian, Sergueï 1 de Bouard, Anne 1 Dhifaoui, Zouhaier 1 Dimby, Solohaja-Faniaha 1 Djaballah, Khedidja 1 Enikeeva, Farida N. 1 Fokianos, Konstantinos 1 Gégout-Petit, Anne 1 Guenaizi, Abdellatif 1 Jouini, Abdellatif 1 Kamila, Kare 1 Kare, Kamila 1 Kengne, William Chakry 1 Lagoutière, Frédéric 1 Mbienkeu, Yves Gael Tchabo 1 Neumann, Michael H. 1 Octavia, Gaël 1 Ollivier, Yann 1 Ragache, Nicolas 1 Santambrogio, Filippo 1 Saussereau, Bruno 1 Stoev, Stilian A. 1 Wschebor, Mario all top 5 Serials 6 Electronic Journal of Statistics 4 Journal of Multivariate Analysis 4 Journal of Time Series Analysis 4 Stochastic Processes and their Applications 2 IEEE Transactions on Information Theory 2 Statistics & Probability Letters 2 Bernoulli 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 2 Statistical Inference for Stochastic Processes 1 Scandinavian Journal of Statistics 1 The Annals of Statistics 1 Statistics 1 Communications in Statistics. Theory and Methods 1 Fractals 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Journal of Applied Statistics 1 Extremes 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Journal de la Société Française de Statistique 1 Journal of Time Series Econometrics 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys all top 5 Fields 39 Statistics (62-XX) 32 Probability theory and stochastic processes (60-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Numerical analysis (65-XX) 2 General and overarching topics; collections (00-XX) 2 History and biography (01-XX) 2 Information and communication theory, circuits (94-XX) 1 Combinatorics (05-XX) 1 Group theory and generalizations (20-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 34 Publications have been cited 407 times in 291 Documents Cited by ▼ Year ▼ Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes. Zbl 1173.62063 Bardet, Jean-Marc; Wintenberger, Olivier 53 2009 Wavelet estimator of long-range dependent processes. Zbl 1054.62579 Bardet, J. M.; Lang, G.; Moulines, E.; Soulier, P. 33 2000 A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter. Zbl 1203.60043 Bardet, J.-M.; Tudor, C. A. 29 2010 Statistical study of the wavelet analysis of fractional Brownian motion. Zbl 1061.60036 Bardet, Jean-Marc 24 2002 Generators of long-range dependent processes: A survey. Zbl 1031.65010 Bardet, Jean-Marc; Lang, Gabriel; Oppenheim, Georges; Philippe, Anne; Taqqu, Murad S. 23 2003 Semi-parametric estimation of the long-range dependence parameter: A survey. Zbl 1032.62077 Bardet, Jean-Marc; Lang, Gabriel; Oppenheim, Georges; Philippe, Anne; Stoev, Stilian; Taqqu, Murad S. 22 2003 Nonparametric estimation of the local Hurst function of multifractional Gaussian processes. Zbl 1257.62034 Bardet, Jean-Marc; Surgailis, Donatas 20 2013 Multiple breaks detection in general causal time series using penalized quasi-likelihood. Zbl 1337.62210 Bardet, Jean-Marc; Kengne, William; Wintenberger, Olivier 17 2012 Testing for the presence of self-similarity of Gaussian series having stationary increments. Zbl 0972.62070 Bardet, Jean-Marc 16 2000 Dependent Lindeberg central limit theorem and some applications. Zbl 1187.60013 Bardet, Jean-Marc; Doukhan, Paul; Lang, Gabriel; Ragache, Nicolas 16 2008 Measuring the roughness of random paths by increment ratios. Zbl 1248.60042 Bardet, Jean-Marc; Surgailis, Donatas 15 2011 A non-parametric estimator of the spectral density of a continuous-time Gaussian process observed at random times. Zbl 1226.60027 Bardet, Jean-Marc; Bertrand, Pierre R. 13 2010 Identification of the multiscale fractional Brownian motion with biomechanical applications. Zbl 1164.62034 Bardet, Jean-Marc; Bertrand, Pierre 13 2007 Definition, properties and wavelet analysis of multiscale fractional Brownian motion. Zbl 1142.60329 Bardet, Jean-Marc; Bertrand, Pierre 13 2007 Consistent model selection criteria and goodness-of-fit test for common time series models. Zbl 1434.62180 Bardet, Jean-Marc; Kamila, Kare; Kengne, William 12 2020 Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle’s estimate. Zbl 1198.62087 Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael 12 2008 Asymptotic properties of the detrended fluctuation analysis of long-range-dependent processes. Zbl 1328.60098 Bardet, Jean-Marc; Kammoun, Imen 10 2008 Moment bounds and central limit theorems for Gaussian subordinated arrays. Zbl 1262.60021 Bardet, Jean-Marc; Surgailis, Donatas 10 2013 Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process. Zbl 1298.60045 Bardet, Jean-Marc; Tudor, Ciprian 8 2014 Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes. Zbl 1473.62299 Bardet, Jean-Marc; Boularouk, Yakoub; Djaballah, Khedidja 7 2017 Monitoring procedure for parameter change in causal time series. Zbl 1280.62103 Bardet, Jean-Marc; Kengne, William 7 2014 Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes. Zbl 1155.62060 Bardet, Jean-Marc; Bibi, Hatem; Jouini, Abdellatif 7 2008 Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity. Zbl 1403.62155 Bardet, Jean-Marc; Doukhan, Paul 6 2018 On the tails of the distribution of the maximum of a smooth stationary Gaussian process. Zbl 1009.60022 Azaïs, Jean-Marc; Bardet, Jean-Marc; Wschebor, Mario 4 2002 A functional limit theorem for \(\eta \)-weakly dependent processes and its applications. Zbl 1204.60026 Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael 3 2008 Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes. Zbl 1295.62082 Bardet, Jean-Marc; Bibi, Hatem 3 2012 Testing self-similarity of Gaussian processes with stationary increments. (Un test d’auto-similarité pour les processus gaussiens à accroissements stationnaires.) Zbl 0934.62081 Bardet, Jean-Marc 2 1999 Theoretical and numerical comparisons of the parameter estimator of the fractional Brownian motion. Zbl 1420.62089 Bardet, Jean-Marc 2 2018 Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process. Zbl 1140.62067 Bardet, Jean-Marc; Kammoun, Imen 2 2008 Some generalization of fractional Brownian motion and control. Zbl 1103.60317 Bertrand, Pierre; Bardet, Jean-Marc 1 2001 Bivariate occupation measure dimension of multidimensional processes. Zbl 1059.60051 Bardet, Jean-Marc 1 2002 An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic. Zbl 1274.62554 Bardet, Jean-Marc; Dola, Béchir 1 2012 Contrast estimation of time-varying infinite memory processes. Zbl 07577018 Bardet, Jean-Marc; Doukhan, Paul; Wintenberger, Olivier 1 2022 Change-point detection, segmentation, and related topics. Zbl 1444.62059 Bardet, Jean-Marc; Brault, Vincent; Dachian, Serguei; Enikeeva, Farida; Saussereau, Bruno 1 2020 Contrast estimation of time-varying infinite memory processes. Zbl 07577018 Bardet, Jean-Marc; Doukhan, Paul; Wintenberger, Olivier 1 2022 Consistent model selection criteria and goodness-of-fit test for common time series models. Zbl 1434.62180 Bardet, Jean-Marc; Kamila, Kare; Kengne, William 12 2020 Change-point detection, segmentation, and related topics. Zbl 1444.62059 Bardet, Jean-Marc; Brault, Vincent; Dachian, Serguei; Enikeeva, Farida; Saussereau, Bruno 1 2020 Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity. Zbl 1403.62155 Bardet, Jean-Marc; Doukhan, Paul 6 2018 Theoretical and numerical comparisons of the parameter estimator of the fractional Brownian motion. Zbl 1420.62089 Bardet, Jean-Marc 2 2018 Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes. Zbl 1473.62299 Bardet, Jean-Marc; Boularouk, Yakoub; Djaballah, Khedidja 7 2017 Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process. Zbl 1298.60045 Bardet, Jean-Marc; Tudor, Ciprian 8 2014 Monitoring procedure for parameter change in causal time series. Zbl 1280.62103 Bardet, Jean-Marc; Kengne, William 7 2014 Nonparametric estimation of the local Hurst function of multifractional Gaussian processes. Zbl 1257.62034 Bardet, Jean-Marc; Surgailis, Donatas 20 2013 Moment bounds and central limit theorems for Gaussian subordinated arrays. Zbl 1262.60021 Bardet, Jean-Marc; Surgailis, Donatas 10 2013 Multiple breaks detection in general causal time series using penalized quasi-likelihood. Zbl 1337.62210 Bardet, Jean-Marc; Kengne, William; Wintenberger, Olivier 17 2012 Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes. Zbl 1295.62082 Bardet, Jean-Marc; Bibi, Hatem 3 2012 An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic. Zbl 1274.62554 Bardet, Jean-Marc; Dola, Béchir 1 2012 Measuring the roughness of random paths by increment ratios. Zbl 1248.60042 Bardet, Jean-Marc; Surgailis, Donatas 15 2011 A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter. Zbl 1203.60043 Bardet, J.-M.; Tudor, C. A. 29 2010 A non-parametric estimator of the spectral density of a continuous-time Gaussian process observed at random times. Zbl 1226.60027 Bardet, Jean-Marc; Bertrand, Pierre R. 13 2010 Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes. Zbl 1173.62063 Bardet, Jean-Marc; Wintenberger, Olivier 53 2009 Dependent Lindeberg central limit theorem and some applications. Zbl 1187.60013 Bardet, Jean-Marc; Doukhan, Paul; Lang, Gabriel; Ragache, Nicolas 16 2008 Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle’s estimate. Zbl 1198.62087 Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael 12 2008 Asymptotic properties of the detrended fluctuation analysis of long-range-dependent processes. Zbl 1328.60098 Bardet, Jean-Marc; Kammoun, Imen 10 2008 Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes. Zbl 1155.62060 Bardet, Jean-Marc; Bibi, Hatem; Jouini, Abdellatif 7 2008 A functional limit theorem for \(\eta \)-weakly dependent processes and its applications. Zbl 1204.60026 Bardet, Jean-Marc; Doukhan, Paul; León, José Rafael 3 2008 Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process. Zbl 1140.62067 Bardet, Jean-Marc; Kammoun, Imen 2 2008 Identification of the multiscale fractional Brownian motion with biomechanical applications. Zbl 1164.62034 Bardet, Jean-Marc; Bertrand, Pierre 13 2007 Definition, properties and wavelet analysis of multiscale fractional Brownian motion. Zbl 1142.60329 Bardet, Jean-Marc; Bertrand, Pierre 13 2007 Generators of long-range dependent processes: A survey. Zbl 1031.65010 Bardet, Jean-Marc; Lang, Gabriel; Oppenheim, Georges; Philippe, Anne; Taqqu, Murad S. 23 2003 Semi-parametric estimation of the long-range dependence parameter: A survey. Zbl 1032.62077 Bardet, Jean-Marc; Lang, Gabriel; Oppenheim, Georges; Philippe, Anne; Stoev, Stilian; Taqqu, Murad S. 22 2003 Statistical study of the wavelet analysis of fractional Brownian motion. Zbl 1061.60036 Bardet, Jean-Marc 24 2002 On the tails of the distribution of the maximum of a smooth stationary Gaussian process. Zbl 1009.60022 Azaïs, Jean-Marc; Bardet, Jean-Marc; Wschebor, Mario 4 2002 Bivariate occupation measure dimension of multidimensional processes. Zbl 1059.60051 Bardet, Jean-Marc 1 2002 Some generalization of fractional Brownian motion and control. Zbl 1103.60317 Bertrand, Pierre; Bardet, Jean-Marc 1 2001 Wavelet estimator of long-range dependent processes. Zbl 1054.62579 Bardet, J. M.; Lang, G.; Moulines, E.; Soulier, P. 33 2000 Testing for the presence of self-similarity of Gaussian series having stationary increments. Zbl 0972.62070 Bardet, Jean-Marc 16 2000 Testing self-similarity of Gaussian processes with stationary increments. (Un test d’auto-similarité pour les processus gaussiens à accroissements stationnaires.) Zbl 0934.62081 Bardet, Jean-Marc 2 1999 all cited Publications top 5 cited Publications all top 5 Cited by 426 Authors 21 Bardet, Jean-Marc 11 Taqqu, Murad S. 10 Didier, Gustavo 10 Doukhan, Paul 10 Tudor, Ciprian A. 9 Ayache, Antoine 9 Kengne, William Charky 8 Francq, Christian 8 Zakoïan, Jean-Michel 7 Abry, Patrice 7 Bertrand, Pierre Raphael 6 Diop, Mamadou Lamine 5 Pipiras, Vladas 5 Roueff, François 4 Diop, Mamadou Abdoul 4 Podolskij, Mark 4 Stoev, Stilian A. 4 Surgailis, Donatas 4 Wintenberger, Olivier 4 Xiao, Yimin 3 Bahamonde, Natalia 3 Chan, Ngai Hang 3 Christou, Vasiliki 3 Clausel, Marianne 3 Coeurjolly, Jean-François 3 Fan, Xiequan 3 Faÿ, Gilles 3 Fokianos, Konstantinos 3 Garcin, Matthieu 3 Helgason, Hannes 3 Jiménez-Gamero, María Dolores 3 Kamila, Kare 3 Kubilius, Kȩstutis 3 McElroy, Tucker S. 3 Moulines, Eric 3 Olenko, Andriy Yakovych 3 Peng, Qidi 3 Philippe, Anne 3 Roa, Tania 3 Ruiz-Medina, María Dolores 3 Sabzikar, Farzad 3 Song, Junmo 3 Stelzer, Robert 3 Torres, Soledad 3 Vaičiulis, Marijus 3 Yan, Litan 3 Yau, Chun Yip 2 Albeverio, Sergio A. 2 Angulo, José Miguel 2 Araya, Héctor 2 Arras, Benjamin 2 Assaad, Obayda 2 Basse-O’Connor, Andreas 2 Beutner, Eric 2 Bianchi, Sergio 2 Bibi, Hatem 2 Boniece, B. Cooper 2 Boularouk, Yakoub 2 Bouly, Florent 2 Curato, Imma Valentina 2 Davis, Richard A. 2 Daw, Lara 2 De Giovanni, Livia 2 Delattre, Sylvain 2 Ding, Yiming 2 Dola, Béchir 2 Ezzinbi, Khalil 2 Fasen-Hartmann, Vicky 2 Fermin, Lisandro Javier 2 Fouque, Jean-Pierre 2 Frías, María P. 2 Fricks, John 2 Gu, Changgui 2 Hamonier, Julien 2 Henze, Norbert 2 Hu, Ruimeng 2 Jach, Agnieszka E. 2 Kammoun, Imen 2 Kang, Jiwon 2 Kasinathan, Ramkumar 2 Kasinathan, Ravikumar 2 Kawasaki, Shuji 2 Kpizim, Essozimna 2 Lee, Sangyeol 2 León, José Rafael R. 2 Lévy Véhel, Jacques 2 Maraj, Katarzyna 2 Marron, James Stephen 2 Mayer, Celeste 2 Meintanis, Simos G. 2 Mondal, Debashis 2 Naldi, Maurizio 2 Ngatchou Wandji, Joseph 2 Pakkanen, Mikko S. 2 Park, Cheolwoo 2 Pavlov, Alexey N. 2 Pavlova, Olga N. 2 Peiris, M. Shelton 2 Politis, Dimitris Nicolas 2 Prieur, Clémentine ...and 326 more Authors all top 5 Cited in 103 Serials 20 Journal of Time Series Analysis 14 Stochastic Processes and their Applications 14 Electronic Journal of Statistics 13 Journal of Econometrics 12 Statistical Inference for Stochastic Processes 11 Journal of Statistical Planning and Inference 10 The Annals of Statistics 10 Bernoulli 9 Journal of Multivariate Analysis 9 Statistics & Probability Letters 6 Scandinavian Journal of Statistics 6 Communications in Statistics. Theory and Methods 6 Journal of Statistical Computation and Simulation 6 Computational Statistics and Data Analysis 6 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 5 Lithuanian Mathematical Journal 4 Advances in Applied Probability 4 Statistics 4 Journal of Theoretical Probability 4 Econometric Theory 3 Physica A 3 Annals of the Institute of Statistical Mathematics 3 Communications in Statistics. Simulation and Computation 3 Applied and Computational Harmonic Analysis 3 Statistical Papers 2 Journal of Mathematical Analysis and Applications 2 Metrika 2 Chaos, Solitons and Fractals 2 Journal of Applied Probability 2 Physica D 2 Signal Processing 2 Economics Letters 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Test 2 Theory of Probability and Mathematical Statistics 2 Fractals 2 Random Operators and Stochastic Equations 2 Statistica Sinica 2 Electronic Journal of Probability 2 The Journal of Fourier Analysis and Applications 2 Mathematical Problems in Engineering 2 Studies in Nonlinear Dynamics and Econometrics 2 Chaos 2 Methodology and Computing in Applied Probability 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Electronic Journal of Mathematical Analysis and Applications EJMAA 1 Bulletin of the Australian Mathematical Society 1 Journal of Mathematical Physics 1 Journal of Statistical Physics 1 Periodica Mathematica Hungarica 1 Physics Letters. A 1 The Annals of Probability 1 Collectanea Mathematica 1 International Statistical Review 1 Journal of Computational and Applied Mathematics 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Osaka Journal of Mathematics 1 Stochastic Analysis and Applications 1 Econometric Reviews 1 Journal of Economic Dynamics & Control 1 Queueing Systems 1 The Annals of Applied Probability 1 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences 1 SIAM Journal on Mathematical Analysis 1 Potential Analysis 1 Applied Mathematical Finance 1 International Transactions in Operational Research 1 Journal of Nonparametric Statistics 1 Mathematical Finance 1 Nonlinear Dynamics 1 Journal of Inequalities and Applications 1 International Journal of Theoretical and Applied Finance 1 Journal of Applied Statistics 1 Journal of Interdisciplinary Mathematics 1 Communications in Nonlinear Science and Numerical Simulation 1 Stochastic Environmental Research and Risk Assessment 1 Nonlinear Analysis. Modelling and Control 1 Quantitative Finance 1 Entropy 1 Journal of Machine Learning Research (JMLR) 1 Stochastics and Dynamics 1 Thai Journal of Mathematics 1 International Journal of Wavelets, Multiresolution and Information Processing 1 Advances in Difference Equations 1 Journal of Statistical Mechanics: Theory and Experiment 1 Stochastics 1 Journal of the Korean Statistical Society 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Frontiers of Mathematics in China 1 Journal of Physics A: Mathematical and Theoretical 1 Chinese Journal of Physics (Taipei) 1 SIAM Journal on Financial Mathematics 1 Advances in Mathematical Physics 1 Advances in Pure and Applied Mathematics 1 Journal of Agricultural, Biological, and Environmental Statistics 1 Statistics and Computing 1 Journal of Time Series Econometrics 1 Dependence Modeling 1 Nonautonomous Dynamical Systems 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys ...and 3 more Serials all top 5 Cited in 30 Fields 213 Statistics (62-XX) 171 Probability theory and stochastic processes (60-XX) 32 Harmonic analysis on Euclidean spaces (42-XX) 25 Numerical analysis (65-XX) 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Information and communication theory, circuits (94-XX) 6 Biology and other natural sciences (92-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Operations research, mathematical programming (90-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Systems theory; control (93-XX) 2 General and overarching topics; collections (00-XX) 2 Real functions (26-XX) 2 Measure and integration (28-XX) 2 Ordinary differential equations (34-XX) 2 Partial differential equations (35-XX) 2 Approximations and expansions (41-XX) 2 Operator theory (47-XX) 2 Computer science (68-XX) 2 Astronomy and astrophysics (85-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Difference and functional equations (39-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) Citations by Year