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11 documents classés par : Date Titre Nom du premier auteur Type de documents Date de dépôt

Linear Multifractional Stable Motion: fine path properties Ayache A. et al [hal-00811622 - version 1] (10/04/2013)

Holder exponents of arbitrary functions Ayache A. et al Revista Matemática Iberoamericana 26, 1 (2010) 77--89 [hal-00693033 - version 1]

On the identification of hidden pointwise Hölder exponents Ayache A. et al 42èmes Journées de Statistique, France (2010) [inria-00494735 - version 1]

A process very similar to multifractional Brownian motion Ayache A. et al Dans Recent Developments in Fractals and Related Fields (2010) 311--326 [hal-00354081 - version 2]

Linear Fractional Stable Sheets: wavelet expansion and sample path properties Ayache A. et al Stochastic Processes and their Applications 119, 4 (2009) 1168-1197 [hal-00287097 - version 1]

A Central Limit Theorem for the Generalized Quadratic Variation of the Step Fractional Brownian Motion Ayache A. et al Statistical Inference for Stochastic Processes 10, 1 (2007) 1-27 [hal-00539211 - version 1]

Regularity and identification of Generalized Multifractional Gaussian Processes Ayache A. et al Lecture Notes in Mathematics 1857 (2004) 290-312 [inria-00576446 - version 1]

On the Identification of the Pointwise Holder Exponent of the Generalized Multifractional Brownian Motion Ayache A. et al Stochastic Processes and their Applications 111, 1 (2004) 119-156 [inria-00559108 - version 1]

Processus à régularité locale prescrite Ayache A. et al Comptes Rendus de l Académie des Sciences - Series I - Mathematiques 333, 3 (2001) 233-238 [inria-00581041 - version 1]

The covariance structure of multifractional Brownian motion, with application to long range dependence Ayache A. et al 2000 IEEE International Conference on Acoustics, Speech, and Signal Processing - ICASSP 2000, Turquie (2000) [inria-00581032 - version 1]

Generalized Multifractional Brownian Motion: Definition and Preliminary Results Ayache A. et al Dans Fractals - Theory and Applications in Engineering (1999) [inria-00578657 - version 1]