Concepedia

Jean‐Marc Bardet

JB

Statistics

Publications

24

Citations

1K

H-Index

18

Active since

2000

Affiliations

Université Paris 1 Panthéon-Sorbonne(Current)

Université Paris Cité

Laboratoire de Statistique Théorique et Appliquée

Centre d'Économie de la Sorbonne

Université Toulouse III - Paul Sabatier

Jean‐Marc Bardet is an author at Université Paris 1 Panthéon-Sorbonne specializing in stochastic processes, engineering, and time series analysis.

Publications per year

2000–2020

24

Publications

24

Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes

Jean‐Marc Bardet, Olivier Wintenberger · The Annals of Statistics · 2009 · 114 citations · Full text

Social Sciences, Economics, Econometrics +7

Generators of long-range dependent processes: A survey

Jean‐Marc Bardet, Gabriel Lang, Georges Oppenheim et al. · HAL (Le Centre pour la Communication Scientifique Directe) · 2003 · 94 citations

Engineering, Computational Engineering, Computational Physics +10

Semi-parametric estimation of the long-range dependence parameter : A survey

Jean‐Marc Bardet, Anne Philippe, Georges Oppenheim et al. · HAL (Le Centre pour la Communication Scientifique Directe) · 2003 · 79 citations

Social Sciences, Economics, Econometrics +10

Wavelet Estimator of Long-Range Dependent Processes

Jean‐Marc Bardet, Gabriel Lang, Éric Moulines et al. · Statistical Inference for Stochastic Processes · 2000 · 73 citations

Engineering, Geophysics, Stochastic Processes +6

Asymptotic Properties of the Detrended Fluctuation Analysis of Long-Range-Dependent Processes

Jean‐Marc Bardet, Imen Kammoun · IEEE Transactions on Information Theory · 2008 · 71 citations · Full text

Computing, Data Science, Statistics +14

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