Edit Profile (opens in new tab) Didier, Gustavo Co-Author Distance Author ID: didier.gustavo Published as: Didier, Gustavo Documents Indexed: 29 Publications since 2008, including 3 Additional arXiv Preprints Co-Authors: 27 Co-Authors with 29 Joint Publications 835 Co-Co-Authors all top 5 Co-Authors 0 single-authored 8 Abry, Patrice 8 Pipiras, Vladas 5 Boniece, B. Cooper 4 Wendt, Herwig 3 Sabzikar, Farzad 3 Zhang, Kui 2 Fricks, John 2 Hill, David B. 2 Meerschaert, Mark Marvin 1 Baek, Changryong 1 Belloni, Alexandre 1 Combrexelle, Sébastien 1 Crizer, Katelyn P. R. 1 Frecon, Jordan 1 Glatt-Holtz, Nathan E. 1 Holbrook, Andrew J. 1 Hung D. Nguyen 1 Jaffard, Stéphane 1 Kanamori, Shigeki 1 Li, Hui 1 Magee, Andrew F. 1 Mckinley, Scott A. 1 Nguyen, Hung D. 1 Orejola, Oliver 1 Pustelnik, Nelly 1 Schoenfisch, Mark H. 1 Suchard, Marc A. all top 5 Serials 3 Journal of Time Series Analysis 2 Journal of Mathematical Analysis and Applications 2 Bernoulli 2 Statistical Inference for Stochastic Processes 1 Advances in Applied Probability 1 Communications in Mathematical Physics 1 Journal of Mathematical Physics 1 Journal of Statistical Physics 1 The Annals of Statistics 1 Journal of Approximation Theory 1 Journal of Multivariate Analysis 1 Statistics & Probability Letters 1 Physica D 1 Journal of Theoretical Probability 1 IEEE Transactions on Signal Processing 1 Journal of Statistical Computation and Simulation 1 SIAM Journal on Mathematical Analysis 1 Stochastic Processes and their Applications 1 Applied and Computational Harmonic Analysis 1 The Journal of Fourier Analysis and Applications 1 Journal of Physics A: Mathematical and Theoretical all top 5 Fields 24 Probability theory and stochastic processes (60-XX) 11 Statistics (62-XX) 7 Harmonic analysis on Euclidean spaces (42-XX) 5 Statistical mechanics, structure of matter (82-XX) 3 Biology and other natural sciences (92-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Operations research, mathematical programming (90-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 16 Fields 67 Probability theory and stochastic processes (60-XX) 31 Statistics (62-XX) 15 Harmonic analysis on Euclidean spaces (42-XX) 9 Numerical analysis (65-XX) 7 Statistical mechanics, structure of matter (82-XX) 6 Partial differential equations (35-XX) 4 Biology and other natural sciences (92-XX) 3 Fluid mechanics (76-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Real functions (26-XX) 2 Measure and integration (28-XX) 2 Ordinary differential equations (34-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Mechanics of deformable solids (74-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year