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Cited by

• 2007Variations and estimators for the selfsimilarity order through Malliavin calculus93 cited
• 2004On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion89 cited
• 2008Power variation for Gaussian processes with stationary increments79 cited
• 2011Multipower variation for Brownian semistationary processes77 cited
• 1998Identification of filtered white noises66 cited
• 2013Asymptotic theory for Brownian semi-stationary processes with application to turbulence61 cited
• 2003Approximation at First and Second Order of $m$-order Integrals of the Fractional Brownian Motion and of Certain Semimartingales50 cited
• 2009Variations and Hurst index estimation for a Rosenblatt process using longer filters42 cited
• 2011Measuring the roughness of random paths by increment ratios41 cited
• 2012Nonparametric estimation of the local Hurst function of multifractional Gaussian processes39 cited
• 2011Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes39 cited
• 2009Bipower Variation for Gaussian Processes with Stationary Increments33 cited
• 2014Quadratic variations for the fractional-colored stochastic heat equation29 cited
• 2017