Edit Profile Bertrand, Pierre Raphael Compute Distance To: Compute Author ID: bertrand.pierre-raphael Published as: Bertrand, P.; Bertrand, Pierre; Bertrand, Pierre R.; Bertrand, Pierre Raphael; Bertrand, Pierre Raphaël Homepage: http://math.univ-bpclermont.fr/~bertrand/ Documents Indexed: 33 Publications since 1989 all top 5 Co-Authors 8 single-authored 4 Bardet, Jean-Marc 3 Ayache, Antoine 3 Fhima, Mehdi 3 Guillin, Arnaud 2 Benassi, Albert 2 Bensoussan, Alain 2 Brouste, Alexandre 2 Cohen, Serge 2 Istas, Jacques 1 Avesani, Renzo G. 1 Azzaoui, Nourddine 1 Boudet, Gil 1 Chamoux, Alain 1 Combes, Jean-Louis 1 Dury, Marie-Eliette 1 Dutheil, Frederic 1 Hadouni, Doha 1 Hamdouni, Abdelkader 1 Haouas, Nabiha 1 Khadhraoui, Samia 1 Koulibaly, Daouda 1 Kutoyants, Yury A. 1 Lévy Véhel, Jacques 1 Perrier, Christophe 1 Schmidt, Jeannot all top 5 Serials 2 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 2 Statistical Inference for Stochastic Processes 1 Scandinavian Journal of Statistics 1 Journal of Time Series Analysis 1 Stochastic Analysis and Applications 1 Statistics & Decisions 1 Statistics 1 Sequential Analysis 1 Asymptotic Analysis 1 Comptes Rendus de l’Académie des Sciences. Série I 1 Stochastics and Stochastics Reports 1 Fractals 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Journal of Applied Statistics 1 Methodology and Computing in Applied Probability 1 Risk and Decision Analysis 1 Advances in Pure and Applied Mathematics 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys all top 5 Fields 16 Statistics (62-XX) 15 Probability theory and stochastic processes (60-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Systems theory; control (93-XX) 3 Numerical analysis (65-XX) 3 Biology and other natural sciences (92-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 19 Publications have been cited 106 times in 74 Documents Cited by ▼ Year ▼ Identification of the Hurst index of a step fractional Brownian motion. Zbl 0982.60081Benassi, Albert; Bertrand, Pierre; Cohen, Serge; Istas, Jacques 17 2000 Definition, properties and wavelet analysis of multiscale fractional Brownian motion. Zbl 1142.60329Bardet, Jean-Marc; Bertrand, Pierre 13 2007 Identification of the multiscale fractional Brownian motion with biomechanical applications. Zbl 1164.62034Bardet, Jean-Marc; Bertrand, Pierre 13 2007 Off-line detection of multiple change points by the filtered derivative with \(p\)-value method. Zbl 1215.62076Bertrand, Pierre Raphael; Fhima, Mehdi; Guillin, Arnaud 8 2011 A class of affine Wigner functions with extended covariance properties. Zbl 0787.22022Bertrand, J.; Bertrand, P. 8 1992 A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion. Zbl 1115.60024Ayache, Antoine; Bertrand, Pierre; Lévy-Véhel, Jacques 7 2007 A local method for estimating change points: The “hat-function”. Zbl 0955.62031Bertrand, Pierre 7 2000 Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method. Zbl 1395.62259Bertrand, Pierre Raphaël; Fhima, Mehdi; Guillin, Arnaud 6 2013 A non-parametric estimator of the spectral density of a continuous-time Gaussian process observed at random times. Zbl 1226.60027Bardet, Jean-Marc; Bertrand, Pierre R. 6 2010 Modelling NASDAQ series by sparse multifractional Brownian motion. Zbl 1241.62143Bertrand, Pierre R.; Hamdouni, Abdelkader; Khadhraoui, Samia 5 2012 Identification of a multifractional Gaussian process with a piece-wise constant scale function. Zbl 0947.62054Benassi, Albert; Bertrand, Pierre; Cohen, Serge; Istas, Jacques 3 1999 Symbolic calculus on the time-frequency half-plane. Zbl 0931.94003Bertrand, J.; Bertrand, P. 3 1998 A process very similar to multifractional Brownian motion. Zbl 1215.60029Ayache, Antoine; Bertrand, Pierre R. 2 2010 The wavelet approach in radar imaging and its physical interpretation. Zbl 0900.42016Bertrand, Jaqueline; Bertrand, Pierre; Ovarlez, Jean-Philippe 2 1993 A relativistic Wigner function affiliated with the Weyl-Poincaré group. Zbl 0850.22006Bertrand, J.; Bertrand, P. 2 1989 Discretization error of wavelet coefficient for fractal like processes. Zbl 1216.62146Ayache, Antoine; Bertrand, Pierre Raphael 1 2011 Some generalization of fractional Brownian motion and control. Zbl 1103.60317Bertrand, Pierre; Bardet, Jean-Marc 1 2001 Does volatility jump or just diffuse? A statistical approach. Zbl 1090.62564Avesani, Renzo G.; Bertrand, Pierre 1 1997 A minimum distance estimator for partially observed linear stochastic systems. Zbl 0893.62015Bertrand, Pierre; Kutoyants, Yury A. 1 1996 Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method. Zbl 1395.62259Bertrand, Pierre Raphaël; Fhima, Mehdi; Guillin, Arnaud 6 2013 Modelling NASDAQ series by sparse multifractional Brownian motion. Zbl 1241.62143Bertrand, Pierre R.; Hamdouni, Abdelkader; Khadhraoui, Samia 5 2012 Off-line detection of multiple change points by the filtered derivative with \(p\)-value method. Zbl 1215.62076Bertrand, Pierre Raphael; Fhima, Mehdi; Guillin, Arnaud 8 2011 Discretization error of wavelet coefficient for fractal like processes. Zbl 1216.62146Ayache, Antoine; Bertrand, Pierre Raphael 1 2011 A non-parametric estimator of the spectral density of a continuous-time Gaussian process observed at random times. Zbl 1226.60027Bardet, Jean-Marc; Bertrand, Pierre R. 6 2010 A process very similar to multifractional Brownian motion. Zbl 1215.60029Ayache, Antoine; Bertrand, Pierre R. 2 2010 Definition, properties and wavelet analysis of multiscale fractional Brownian motion. Zbl 1142.60329Bardet, Jean-Marc; Bertrand, Pierre 13 2007 Identification of the multiscale fractional Brownian motion with biomechanical applications. Zbl 1164.62034Bardet, Jean-Marc; Bertrand, Pierre 13 2007 A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion. Zbl 1115.60024Ayache, Antoine; Bertrand, Pierre; Lévy-Véhel, Jacques 7 2007 Some generalization of fractional Brownian motion and control. Zbl 1103.60317Bertrand, Pierre; Bardet, Jean-Marc 1 2001 Identification of the Hurst index of a step fractional Brownian motion. Zbl 0982.60081Benassi, Albert; Bertrand, Pierre; Cohen, Serge; Istas, Jacques 17 2000 A local method for estimating change points: The “hat-function”. Zbl 0955.62031Bertrand, Pierre 7 2000 Identification of a multifractional Gaussian process with a piece-wise constant scale function. Zbl 0947.62054Benassi, Albert; Bertrand, Pierre; Cohen, Serge; Istas, Jacques 3 1999 Symbolic calculus on the time-frequency half-plane. Zbl 0931.94003Bertrand, J.; Bertrand, P. 3 1998 Does volatility jump or just diffuse? A statistical approach. Zbl 1090.62564Avesani, Renzo G.; Bertrand, Pierre 1 1997 A minimum distance estimator for partially observed linear stochastic systems. Zbl 0893.62015Bertrand, Pierre; Kutoyants, Yury A. 1 1996 The wavelet approach in radar imaging and its physical interpretation. Zbl 0900.42016Bertrand, Jaqueline; Bertrand, Pierre; Ovarlez, Jean-Philippe 2 1993 A class of affine Wigner functions with extended covariance properties. Zbl 0787.22022Bertrand, J.; Bertrand, P. 8 1992 A relativistic Wigner function affiliated with the Weyl-Poincaré group. Zbl 0850.22006Bertrand, J.; Bertrand, P. 2 1989 all cited Publications top 5 cited Publications all top 5 Cited by 122 Authors 9 Bardet, Jean-Marc 9 Bertrand, Pierre Raphael 3 Ayache, Antoine 3 Bianchi, Sergio 3 Messer, Michael 3 Peng, Qidi 3 Pianese, Augusto 3 Schneider, Gaby 3 Tudor, Ciprian A. 2 Bibi, Hatem 2 Bock, Wolfgang 2 da Silva, José Luís 2 Fhima, Mehdi 2 Flandrin, Patrick 2 Guillin, Arnaud 2 Kammoun, Imen 2 Lévy Véhel, Jacques 2 Rosas-Ortiz, Oscar 2 Surgailis, Donatas 2 Suryawan, Herry Pribawanto 2 Xiao, Yimin 1 Ahn, Kwang-Il 1 Albert, Stefan 1 Alomari, Huda Mohammed 1 Araújo, Tanya 1 Athanassoulis, Agisillaos 1 Autchariyapanitkul, Kittawit 1 Aviyente, Selin 1 Azzaoui, Nourddine 1 Bensoussan, Alain 1 Bertrand, Jacqueline 1 Bertrand, Pierre 1 Billat, Véronique L. 1 Bohnke, Georges 1 Bonneau, Philippe 1 Boudet, Gil 1 Brouste, Alexandre 1 Chambaz, Antoine 1 Chamoux, Alain 1 Chandrasekaran, Venkat 1 Chassande-Mottin, Eric 1 Chen, Zhenlong 1 Clausel, Marianne 1 Coeurjolly, Jean-François 1 Dang, Thi To Nhu 1 Davids, Keith 1 de la Sen, Manuel 1 Decreusefond, Laurent 1 Dozzi, Marco E. 1 Nguyen Tien Dung 1 Dutheil, Frederic 1 Es-Sebaiy, Khalifa 1 Faÿ, Gilles 1 Frezza, Massimiliano 1 Garcin, Matthieu 1 Garivier, Aurélien 1 Gassiat, Elisabeth 1 Gayral, Victor 1 Gazeau, Jean-Pierre 1 Gerstenhaber, Murray 1 Giaquinto, Anthony 1 Gracia-Bondía, José M. 1 Guerbaz, Raby 1 Guilloux, Frédéric 1 Hamdouni, Abdelkader 1 Haouas, Nabiha 1 Harnpornchai, Napat 1 Hérault, Romain 1 Hoang, Thai V. 1 Hollkamp, John P. 1 Hsing, Tailen 1 Hui, Jiang 1 Jin, Sixian 1 Jouini, Abdellatif 1 Keshavarz, Hossein 1 Khadhraoui, Samia 1 Kirchner, Marietta 1 Koulibaly, Daouda 1 Kutoyants, Yury A. 1 Lacaux, Céline 1 Lee, Kichun Sky 1 Lim, Sung-Chae 1 Luan, Nana 1 Mendes, Hugo C. 1 Mishura, Yuliya Stepanivna 1 Murenzi, Romain 1 Neininger, Ralph 1 Nguyen, XuanLong 1 Nicolay, Samuel 1 Palazzo, Anna Maria 1 Pantanella, Alexandre 1 Patnaik, Sansit 1 Paul, Thierry 1 Perrier, Christophe 1 Richard, Frédéric J. P. 1 Roeper, Jochen 1 Schellhorn, Henry 1 Schiemann, Julia 1 Schmidt, Jeannot 1 Scott, Clayton D. ...and 22 more Authors all top 5 Cited in 49 Serials 5 Statistical Inference for Stochastic Processes 4 Journal of Mathematical Physics 4 Stochastic Processes and their Applications 3 Chaos, Solitons and Fractals 3 Statistics & Probability Letters 3 Applied and Computational Harmonic Analysis 3 Bernoulli 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Journal of Statistical Planning and Inference 2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 2 Journal of Applied Statistics 1 Advances in Applied Probability 1 Bulletin of the Australian Mathematical Society 1 Metrika 1 Physica A 1 Scandinavian Journal of Statistics 1 The Annals of Statistics 1 Journal of Applied Probability 1 Journal of Time Series Analysis 1 Acta Mathematicae Applicatae Sinica. English Series 1 Sequential Analysis 1 Journal of Theoretical Probability 1 Annals of Physics 1 Automation and Remote Control 1 Communications in Statistics. Simulation and Computation 1 Pattern Recognition 1 Annales de l’Institut Henri Poincaré. Physique Théorique 1 Statistical Papers 1 Fractals 1 The Journal of Fourier Analysis and Applications 1 Mathematical Problems in Engineering 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Chaos 1 International Journal of Theoretical and Applied Finance 1 Acta Mathematica Sinica. English Series 1 Methodology and Computing in Applied Probability 1 Quantitative Finance 1 Stochastics and Dynamics 1 Thai Journal of Mathematics 1 Journal of Statistical Mechanics: Theory and Experiment 1 Journal of Noncommutative Geometry 1 EURASIP Journal on Advances in Signal Processing 1 Electronic Journal of Statistics 1 The Annals of Applied Statistics 1 Advances in Pure and Applied Mathematics 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 1 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences all top 5 Cited in 25 Fields 42 Probability theory and stochastic processes (60-XX) 37 Statistics (62-XX) 10 Harmonic analysis on Euclidean spaces (42-XX) 6 Numerical analysis (65-XX) 6 Quantum theory (81-XX) 6 Information and communication theory, circuits (94-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Real functions (26-XX) 3 Abstract harmonic analysis (43-XX) 3 Biology and other natural sciences (92-XX) 3 Systems theory; control (93-XX) 2 Computer science (68-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Combinatorics (05-XX) 1 Associative rings and algebras (16-XX) 1 Topological groups, Lie groups (22-XX) 1 Measure and integration (28-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Astronomy and astrophysics (85-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year