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Author ID: didier.gustavo Recent zbMATH articles by "Didier, Gustavo"
Published as: Didier, Gustavo

Publications by Year

Citations contained in zbMATH Open

22 Publications have been cited 160 times in 90 Documents Cited by Year
Integral representations and properties of operator fractional Brownian motions. Zbl 1284.60079
Didier, Gustavo; Pipiras, Vladas
33
2011
Gaussian stationary processes: Adaptive wavelet decompositions, discrete approximations, and their convergence. Zbl 1157.60028
Didier, Gustavo; Pipiras, Vladas
13
2008
Exponents, symmetry groups and classification of operator fractional Brownian motions. Zbl 1259.60041
Didier, Gustavo; Pipiras, Vladas
12
2012
Statistical challenges in microrheology. Zbl 1282.62232
Didier, Gustavo; McKinley, Scott A.; Hill, David B.; Fricks, John
11
2012
Exponents of operator self-similar random fields. Zbl 1357.60055
Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas
9
2017
Wavelet estimation for operator fractional Brownian motion. Zbl 1432.60045
Abry, Patrice; Didier, Gustavo
9
2018
On fractional Lévy processes: tempering, sample path properties and stochastic integration. Zbl 1447.60069
Boniece, B. Cooper; Didier, Gustavo; Sabzikar, Farzad
9
2020
Domain and range symmetries of operator fractional Brownian fields. Zbl 1386.60145
Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas
8
2018
On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests. Zbl 1274.62379
Belloni, Alexandre; Didier, Gustavo
7
2008
Asymptotic analysis of the mean squared displacement under fractional memory kernels. Zbl 1457.60059
Didier, Gustavo; Nguyen, Hung
7
2020
On integral representations of operator fractional Brownian fields. Zbl 1294.60064
Baek, Changryong; Didier, Gustavo; Pipiras, Vladas
6
2014
The asymptotic distribution of the pathwise mean squared displacement in single particle tracking experiments. Zbl 1370.92039
Didier, Gustavo; Zhang, Kui
6
2017
Adaptive wavelet decompositions of stationary time series. Zbl 1224.60071
Didier, Gustavo; Pipiras, Vladas
5
2010
Multivariate Hadamard self-similarity: testing fractal connectivity. Zbl 1381.62121
Wendt, Herwig; Didier, Gustavo; Combrexelle, Sébastien; Abry, Patrice
5
2017
Fluid heterogeneity detection based on the asymptotic distribution of the time-averaged mean squared displacement in single particle tracking experiments. Zbl 1407.76010
Zhang, Kui; Crizer, Katelyn P. R.; Schoenfisch, Mark H.; Hill, David B.; Didier, Gustavo
4
2018
Tempered fractional Brownian motion: wavelet estimation, modeling and testing. Zbl 1461.62152
Boniece, B. Cooper; Didier, Gustavo; Sabzikar, Farzad
4
2021
Non-linear wavelet regression and branch & bound optimization for the full identification of bivariate operator fractional Brownian motion. Zbl 1414.94201
Frecon, Jordan; Didier, Gustavo; Pustelnik, Nelly; Abry, Patrice
3
2016
Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion. Zbl 1397.62291
Abry, Patrice; Didier, Gustavo
3
2018
The generalized Langevin equation in harmonic potentials: anomalous diffusion and equipartition of energy. Zbl 1490.60287
Didier, Gustavo; Hung D. Nguyen
2
2022
Two-step wavelet-based estimation for Gaussian mixed fractional processes. Zbl 1420.62366
Abry, Patrice; Didier, Gustavo; Li, Hui
2
2019
On operator fractional Lévy motion: integral representations and time-reversibility. Zbl 1490.60087
Boniece, B. Cooper; Didier, Gustavo
1
2022
On the wavelet-based simulation of anomalous diffusion. Zbl 1474.60232
Didier, Gustavo; Fricks, John
1
2014
The generalized Langevin equation in harmonic potentials: anomalous diffusion and equipartition of energy. Zbl 1490.60287
Didier, Gustavo; Hung D. Nguyen
2
2022
On operator fractional Lévy motion: integral representations and time-reversibility. Zbl 1490.60087
Boniece, B. Cooper; Didier, Gustavo
1
2022
Tempered fractional Brownian motion: wavelet estimation, modeling and testing. Zbl 1461.62152
Boniece, B. Cooper; Didier, Gustavo; Sabzikar, Farzad
4
2021
On fractional Lévy processes: tempering, sample path properties and stochastic integration. Zbl 1447.60069
Boniece, B. Cooper; Didier, Gustavo; Sabzikar, Farzad
9
2020
Asymptotic analysis of the mean squared displacement under fractional memory kernels. Zbl 1457.60059
Didier, Gustavo; Nguyen, Hung
7
2020
Two-step wavelet-based estimation for Gaussian mixed fractional processes. Zbl 1420.62366
Abry, Patrice; Didier, Gustavo; Li, Hui
2
2019
Wavelet estimation for operator fractional Brownian motion. Zbl 1432.60045
Abry, Patrice; Didier, Gustavo
9
2018
Domain and range symmetries of operator fractional Brownian fields. Zbl 1386.60145
Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas
8
2018
Fluid heterogeneity detection based on the asymptotic distribution of the time-averaged mean squared displacement in single particle tracking experiments. Zbl 1407.76010
Zhang, Kui; Crizer, Katelyn P. R.; Schoenfisch, Mark H.; Hill, David B.; Didier, Gustavo
4
2018
Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion. Zbl 1397.62291
Abry, Patrice; Didier, Gustavo
3
2018
Exponents of operator self-similar random fields. Zbl 1357.60055
Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas
9
2017
The asymptotic distribution of the pathwise mean squared displacement in single particle tracking experiments. Zbl 1370.92039
Didier, Gustavo; Zhang, Kui
6
2017
Multivariate Hadamard self-similarity: testing fractal connectivity. Zbl 1381.62121
Wendt, Herwig; Didier, Gustavo; Combrexelle, Sébastien; Abry, Patrice
5
2017
Non-linear wavelet regression and branch & bound optimization for the full identification of bivariate operator fractional Brownian motion. Zbl 1414.94201
Frecon, Jordan; Didier, Gustavo; Pustelnik, Nelly; Abry, Patrice
3
2016
On integral representations of operator fractional Brownian fields. Zbl 1294.60064
Baek, Changryong; Didier, Gustavo; Pipiras, Vladas
6
2014
On the wavelet-based simulation of anomalous diffusion. Zbl 1474.60232
Didier, Gustavo; Fricks, John
1
2014
Exponents, symmetry groups and classification of operator fractional Brownian motions. Zbl 1259.60041
Didier, Gustavo; Pipiras, Vladas
12
2012
Statistical challenges in microrheology. Zbl 1282.62232
Didier, Gustavo; McKinley, Scott A.; Hill, David B.; Fricks, John
11
2012
Integral representations and properties of operator fractional Brownian motions. Zbl 1284.60079
Didier, Gustavo; Pipiras, Vladas
33
2011
Adaptive wavelet decompositions of stationary time series. Zbl 1224.60071
Didier, Gustavo; Pipiras, Vladas
5
2010
Gaussian stationary processes: Adaptive wavelet decompositions, discrete approximations, and their convergence. Zbl 1157.60028
Didier, Gustavo; Pipiras, Vladas
13
2008
On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests. Zbl 1274.62379
Belloni, Alexandre; Didier, Gustavo
7
2008
all top 5

Cited by 133 Authors

23 Didier, Gustavo
10 Pipiras, Vladas
6 Abry, Patrice
5 Kozachenko, Yuriĭ Vasyl’ovych
5 Sabzikar, Farzad
4 Boniece, B. Cooper
4 Dai, Hongshuai
4 Mckinley, Scott A.
4 Nguyen, Hung D.
4 Olenko, Andriy Yakovych
4 Polosmak, Olga
3 Hill, David B.
3 Madan, Dilip B.
3 Wang, King-Hang
3 Zhang, Kui
2 Baek, Changryong
2 Bathke, Arne C.
2 Chen, Zhenlong
2 Coeurjolly, Jean-François
2 Fricks, John
2 Gannaz, Irène
2 Harrar, Solomon W.
2 Lavancier, Frédéric
2 Lee, Jeonghwa
2 Meerschaert, Mark Marvin
2 Philippe, Anne
2 Porcu, Emilio
2 Radchenko, Vadym Mykolaĭovych
2 Sönmez, Ercan
2 Surgailis, Donatas
2 Turchyn, Yevgen V.
2 Wendt, Herwig
2 Xiao, Yimin
1 Abedini, Nazanin
1 Achard, Sophie
1 Anh, Vo V.
1 Azmoodeh, Ehsan
1 Băleanu, Dumitru I.
1 Bayer, Christian
1 Becker-Kern, Peter
1 Belksier, Manel
1 Bhattacharjee, Suraka
1 Biermé, Hermine
1 Bougherra, Rania
1 Boutabia, Hacène
1 Burnecki, Krzysztof
1 Characiejus, Vaidotas
1 Combrexelle, Sébastien
1 Cribb, Jeremy
1 Crizer, Katelyn P. R.
1 Davydov, Yu. A.
1 Dębicki, Krzysztof
1 Du, Yuru
1 Dufitinema, Josephine
1 Düker, Marie-Christine
1 El Jarroudi, Moussa
1 El Jarroudi, Mustapha
1 Elliott, Robert James
1 Feng, Libo
1 Forest, Mark Gregory
1 Foroush Bastani, Ali
1 Gallegos, María Teresa
1 Guerrier, Stéphane
1 Hajjami, Riane
1 Hall, Eric Joseph
1 Hashorva, Enkelejd
1 Helgason, Hannes
1 Herzog, David P.
1 Hohenegger, Christel
1 Hong, Jialin
1 Hsing, Tailen
1 Hung D. Nguyen
1 Jaffard, Stéphane
1 Jin, Kunpeng
1 Kabala, Jinu
1 Kanamori, Shigeki
1 Kechagias, Stefanos
1 Knight, Marina I.
1 Kong, LingTao
1 Konietschke, Frank
1 Lacaux, Céline
1 Lahrouz, Aadil
1 Li, Hui
1 Li, Yuqiang
1 Liang, Jin
1 Lin, Lifeng
1 Ling, Yun
1 Liu, Fawang
1 Liu, Xuefeng
1 Lu, Fei
1 Lysy, Martin
1 Mattingly, Jonathan Christopher
1 Meng, Lin
1 Mishura, Yuliya Stepanivna
1 Molinari, Roberto Carlo
1 Newby, Jay M.
1 Nunes, Matthew A.
1 Pascal, Barbara
1 Paulauskas, Vygantas Ionovič
1 Pauly, Markus
...and 33 more Authors
all top 5

Cited in 52 Serials

9 Stochastic Processes and their Applications
5 Statistics & Probability Letters
4 Journal of Multivariate Analysis
4 Journal of Time Series Analysis
3 Journal of Theoretical Probability
3 Communications in Statistics. Theory and Methods
3 SIAM Journal on Mathematical Analysis
3 Applied and Computational Harmonic Analysis
2 Journal of Mathematical Analysis and Applications
2 Physica A
2 Theory of Probability and its Applications
2 Applied Numerical Mathematics
2 Journal of Statistical Computation and Simulation
2 Monte Carlo Methods and Applications
2 Electronic Journal of Probability
2 The Journal of Fourier Analysis and Applications
2 Statistical Inference for Stochastic Processes
2 Journal of Physics A: Mathematical and Theoretical
2 Frontiers of Mathematical Finance
1 Advances in Applied Probability
1 Communications in Mathematical Physics
1 Journal of Computational Physics
1 Journal of Mathematical Physics
1 Journal of Statistical Physics
1 Metrika
1 Journal of the American Statistical Association
1 Journal of Approximation Theory
1 Journal of Statistical Planning and Inference
1 Probability and Mathematical Statistics
1 Stochastic Analysis and Applications
1 Physica D
1 Queueing Systems
1 Signal Processing
1 Theory of Probability and Mathematical Statistics
1 Mathematical Methods of Statistics
1 Bernoulli
1 Nonlinear Dynamics
1 Fractional Calculus & Applied Analysis
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 Acta Mathematica Scientia. Series B. (English Edition)
1 Boletim da Sociedade Paranaense de Matemática. Terceira Série
1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
1 Frontiers of Mathematics in China
1 Advances in Data Analysis and Classification. ADAC
1 The Annals of Applied Statistics
1 International Journal of Biomathematics
1 Science China. Mathematics
1 Journal of Computational and Graphical Statistics
1 Statistics and Computing

Citations by Year