Gustavo Didier

发表

Statistical Inference and Stochastic Simulation for Microrheology

John Fricks, Gustavo Didier, 2013 .

Asymptotic Analysis of the Mean Squared Displacement under Fractional Memory Kernels

Gustavo Didier, Hung Nguyen, Hung D. Nguyen, 2019, SIAM J. Math. Anal..

Wavelet Domain Bootstrap for Testing the Equality of Bivariate Self-Similarity Exponents

Patrice Abry, Gustavo Didier, Herwig Wendt, 2018, 2018 IEEE Statistical Signal Processing Workshop (SSP).

Non-Linear Wavelet Regression and Branch & Bound Optimization for the Full Identification of Bivariate Operator Fractional Brownian Motion

Nelly Pustelnik, Patrice Abry, Gustavo Didier, 2016, IEEE Transactions on Signal Processing.

Detection and Estimation of Delays in Bivariate Self-similarity: Bootstrapped Complex Wavelet Coherence

Patrice Abry, Gustavo Didier, Herwig Wendt, 2019, ICASSP 2019 - 2019 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

Demixing multivariate-operator self-similar processes

Patrice Abry, Hannes Helgason, Gustavo Didier, 2015, 2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

Multivariate scale-free dynamics: Testing fractal connectivity

Patrice Abry, Gustavo Didier, Herwig Wendt, 2017, 2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

Non-linear regression for bivariate self-similarity identification — application to anomaly detection in Internet traffic based on a joint scaling analysis of packet and byte counts

Kensuke Fukuda, Nelly Pustelnik, Patrice Abry, 2016, 2016 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

Bootstrap-based Bias Reduction for the Estimation of the Self-similarity Exponents of Multivariate Time Series

Patrice Abry, Gustavo Didier, Herwig Wendt, 2019, ICASSP 2019 - 2019 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

On the wavelet-based simulation of anomalous diffusion

John Fricks, Gustavo Didier, G. Didier, 2012, 1202.4437.

On the vaguelet and Riesz properties of L2-unbounded transformations of orthogonal wavelet bases

Vladas Pipiras, Gustavo Didier, Stéphane Jaffard, 2013, J. Approx. Theory.

Wavelet eigenvalue regression for n-variate operator fractional Brownian motion

Patrice Abry, Gustavo Didier, G. Didier, 2017, J. Multivar. Anal..

Detecting and Estimating Multivariate Self-Similar Sources in High-Dimensional Noisy Mixtures

Patrice Abry, Gustavo Didier, Herwig Wendt, 2018, 2018 IEEE Statistical Signal Processing Workshop (SSP).

Wavelet eigenvalue regression in high dimensions

Patrice Abry, Gustavo Didier, Herwig Wendt, 2021 .

On high-dimensional wavelet eigenanalysis

Patrice Abry, Gustavo Didier, Herwig Wendt, 2021 .

On operator fractional Lévy motion: integral representations and time-reversibility

Gustavo Didier, Benjamin Cooper Boniece, G. Didier, 2021, Advances in Applied Probability.

The generalized Langevin equation in harmonic potentials: Anomalous diffusion and equipartition of energy

Gustavo Didier, Hung D. Nguyen, 2021 .

Bootstrap for testing the equality of selfsimilarity exponents across multivariate time series

Patrice Abry, Gustavo Didier, Herwig Wendt, 2021, 2021 29th European Signal Processing Conference (EUSIPCO).

The Asymptotic Distribution of The Pathwise Mean Squared Displacement in Single Particle Tracking Experiments

Gustavo Didier, G. Didier, Kui Zhang, 2015, 1507.06567.

Fluid heterogeneity detection based on the asymptotic distribution of the time-averaged mean squared displacement in single particle tracking experiments

Gustavo Didier, David B Hill, Mark H Schoenfisch, 2018, Journal of physics. A, Mathematical and theoretical.

Domain and range symmetries of operator fractional Brownian fields

Vladas Pipiras, Gustavo Didier, Mark M. Meerschaert, 2016, 1609.01007.

Statistical challenges in microrheology

Scott A. McKinley, Gustavo Didier, John Fricks, 2012, 1201.5984.