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Bertrand, Pierre Raphael

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Author ID: bertrand.pierre-raphael Recent zbMATH articles by "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

Publications by Year

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 0982.60081
Benassi, Albert; Bertrand, Pierre; Cohen, Serge; Istas, Jacques
17
2000
Definition, properties and wavelet analysis of multiscale fractional Brownian motion. Zbl 1142.60329
Bardet, Jean-Marc; Bertrand, Pierre
13
2007
Identification of the multiscale fractional Brownian motion with biomechanical applications. Zbl 1164.62034
Bardet, Jean-Marc; Bertrand, Pierre
13
2007
Off-line detection of multiple change points by the filtered derivative with \(p\)-value method. Zbl 1215.62076
Bertrand, Pierre Raphael; Fhima, Mehdi; Guillin, Arnaud
8
2011
A class of affine Wigner functions with extended covariance properties. Zbl 0787.22022
Bertrand, J.; Bertrand, P.
8
1992
A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion. Zbl 1115.60024
Ayache, Antoine; Bertrand, Pierre; Lévy-Véhel, Jacques
7
2007
A local method for estimating change points: The “hat-function”. Zbl 0955.62031
Bertrand, Pierre
7
2000
Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method. Zbl 1395.62259
Bertrand, 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 1226.60027
Bardet, Jean-Marc; Bertrand, Pierre R.
6
2010
Modelling NASDAQ series by sparse multifractional Brownian motion. Zbl 1241.62143
Bertrand, Pierre R.; Hamdouni, Abdelkader; Khadhraoui, Samia
5
2012
Identification of a multifractional Gaussian process with a piece-wise constant scale function. Zbl 0947.62054
Benassi, Albert; Bertrand, Pierre; Cohen, Serge; Istas, Jacques
3
1999
Symbolic calculus on the time-frequency half-plane. Zbl 0931.94003
Bertrand, J.; Bertrand, P.
3
1998
A process very similar to multifractional Brownian motion. Zbl 1215.60029
Ayache, Antoine; Bertrand, Pierre R.
2
2010
The wavelet approach in radar imaging and its physical interpretation. Zbl 0900.42016
Bertrand, Jaqueline; Bertrand, Pierre; Ovarlez, Jean-Philippe
2
1993
A relativistic Wigner function affiliated with the Weyl-Poincaré group. Zbl 0850.22006
Bertrand, J.; Bertrand, P.
2
1989
Discretization error of wavelet coefficient for fractal like processes. Zbl 1216.62146
Ayache, Antoine; Bertrand, Pierre Raphael
1
2011
Some generalization of fractional Brownian motion and control. Zbl 1103.60317
Bertrand, Pierre; Bardet, Jean-Marc
1
2001
Does volatility jump or just diffuse? A statistical approach. Zbl 1090.62564
Avesani, Renzo G.; Bertrand, Pierre
1
1997
A minimum distance estimator for partially observed linear stochastic systems. Zbl 0893.62015
Bertrand, Pierre; Kutoyants, Yury A.
1
1996
Local estimation of the Hurst index of multifractional Brownian motion by increment ratio statistic method. Zbl 1395.62259
Bertrand, Pierre Raphaël; Fhima, Mehdi; Guillin, Arnaud
6
2013
Modelling NASDAQ series by sparse multifractional Brownian motion. Zbl 1241.62143
Bertrand, Pierre R.; Hamdouni, Abdelkader; Khadhraoui, Samia
5
2012
Off-line detection of multiple change points by the filtered derivative with \(p\)-value method. Zbl 1215.62076
Bertrand, Pierre Raphael; Fhima, Mehdi; Guillin, Arnaud
8
2011
Discretization error of wavelet coefficient for fractal like processes. Zbl 1216.62146
Ayache, 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 1226.60027
Bardet, Jean-Marc; Bertrand, Pierre R.
6
2010
A process very similar to multifractional Brownian motion. Zbl 1215.60029
Ayache, Antoine; Bertrand, Pierre R.
2
2010
Definition, properties and wavelet analysis of multiscale fractional Brownian motion. Zbl 1142.60329
Bardet, Jean-Marc; Bertrand, Pierre
13
2007
Identification of the multiscale fractional Brownian motion with biomechanical applications. Zbl 1164.62034
Bardet, Jean-Marc; Bertrand, Pierre
13
2007
A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion. Zbl 1115.60024
Ayache, Antoine; Bertrand, Pierre; Lévy-Véhel, Jacques
7
2007
Some generalization of fractional Brownian motion and control. Zbl 1103.60317
Bertrand, Pierre; Bardet, Jean-Marc
1
2001
Identification of the Hurst index of a step fractional Brownian motion. Zbl 0982.60081
Benassi, Albert; Bertrand, Pierre; Cohen, Serge; Istas, Jacques
17
2000
A local method for estimating change points: The “hat-function”. Zbl 0955.62031
Bertrand, Pierre
7
2000
Identification of a multifractional Gaussian process with a piece-wise constant scale function. Zbl 0947.62054
Benassi, Albert; Bertrand, Pierre; Cohen, Serge; Istas, Jacques
3
1999
Symbolic calculus on the time-frequency half-plane. Zbl 0931.94003
Bertrand, J.; Bertrand, P.
3
1998
Does volatility jump or just diffuse? A statistical approach. Zbl 1090.62564
Avesani, Renzo G.; Bertrand, Pierre
1
1997
A minimum distance estimator for partially observed linear stochastic systems. Zbl 0893.62015
Bertrand, Pierre; Kutoyants, Yury A.
1
1996
The wavelet approach in radar imaging and its physical interpretation. Zbl 0900.42016
Bertrand, Jaqueline; Bertrand, Pierre; Ovarlez, Jean-Philippe
2
1993
A class of affine Wigner functions with extended covariance properties. Zbl 0787.22022
Bertrand, J.; Bertrand, P.
8
1992
A relativistic Wigner function affiliated with the Weyl-Poincaré group. Zbl 0850.22006
Bertrand, J.; Bertrand, P.
2
1989
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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
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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

Citations by Year