Concepedia

Jean‐Marc Bardet

JB

Statistics

Publications

24

Citations

1K

H-Index

18

Active since

2000

Affiliations

Université Paris 1 Panthéon-Sorbonne(Current)

Laboratoire de Statistique Théorique et Appliquée

Université Paris Cité

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 engineering, statistics, and estimation theory.

Top concepts

EngineeringStatisticsEstimation TheorySignal ProcessingProbabilityEconometricsStatistical InferenceTime Series EconometricsBusinessData Science

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

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

Fractional Brownian Motion, Engineering, Long-range Dependent Processes +12

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 · 78 citations

Parameter Estimation, Engineering, Parameter Identification +16

Wavelet Estimator of Long-Range Dependent Processes

Jean‐Marc Bardet, Gabriel Lang, Éric Moulines et al. · Statistical Inference for Stochastic Processes · 2000 · 72 citations

Statistical Signal Processing, Engineering, Estimation Theory +4

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

Jean‐Marc Bardet, Imen Kammoun · IEEE Transactions on Information Theory · 2008 · 70 citations · Full text

Engineering, Physics, Fractional Gaussian Noise +13

1–5 of 24