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Jacques Istas · Study
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Author
Jacques Istas
7 works
· latest 2013
· 2 institutions
cluster: provisional
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7
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7
Citations
803
Works here
7
97
98
00
05
13
Most cited in this library
Quadratic variations and estimation of the local Hölder index of a Gaussian process
1997 · 357 citations
Identifying the multifractional function of a Gaussian process
1998 · 133 citations
Identification of the Hurst Index of a Step Fractional Brownian Motion
2000 · 67 citations
Identification of filtered white noises
1998 · 66 citations
Fractional Fields and Applications
2013 · 66 citations
Works
7 shown
Fractional Fields and Applications
Mathématiques et applications
·
2013
·
2 authors
·
book
66
citations
Spherical and Hyperbolic Fractional Brownian Motion
Electronic Communications in Probability
·
2005
·
1 author
·
Open access
59
citations
Identification of the Hurst Index of a Step Fractional Brownian Motion
Statistical Inference for Stochastic Processes
·
2000
·
4 authors
67
citations
Identification and properties of real harmonizable fractional Levy motions
OpenGrey (Institut de l'Information Scientifique et Technique)
·
2000
·
3 authors
55
citations
Identifying the multifractional function of a Gaussian process
Statistics & Probability Letters
·
1998
·
3 authors
133
citations
Identification of filtered white noises
Stochastic Processes and their Applications
·
1998
·
4 authors
·
Open access
66
citations
Quadratic variations and estimation of the local Hölder index of a Gaussian process
Annales de l Institut Henri Poincaré Probabilités et Statistiques
·
1997
·
1 author
·
Open access
357
citations