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Antoine Ayache

Identifiers

  • name variant Antoine Ayache 0.60 · backfill

Papers (14)

  1. Lower bound for local oscillations of Hermite processes math.PR · 2019 · author #1
  2. Wavelet Series Representation and Geometric Properties of Harmonizable Fractional Stable Sheets math.PR · 2019 · author #1
  3. Estimation of seasonal long-memory parameters math.ST · 2018 · author #2
  4. A new Multifractional Process with Random Exponent math.PR · 2018 · author #1
  5. Behaviour of linear multifractional stable motion: membership of a critical H\"older space math.PR · 2016 · author #1
  6. Stationary increments harmonizable stable fields: upper estimates on path behaviour math.PR · 2016 · author #1
  7. Uniformly and strongly consistent estimation for the Hurst function of a Linear Multifractional Stable Motion math.ST · 2014 · author #1
  8. Linear Multifractional Stable Motion: wavelet estimation of $H(\cdot)$ and $\al$ parameters math.ST · 2013 · author #1
  9. Linear fractional stable motion: a wavelet estimator of the $\al$ parameter math.ST · 2013 · author #1
  10. Linear Multifractional Stable Motion: fine path properties math.PR · 2013 · author #1
  11. H\"older regularity and series representation of a class of stochastic volatility models math.PR · 2012 · author #1
  12. Sharp estimates on the tail behavior of a multistable distribution math.PR · 2012 · author #1
  13. Continuous Gaussian multifractional processes with random pointwise H\"older regularity math.PR · 2011 · author #1
  14. Joint continuity of the local times of fractional Brownian sheets math.PR · 2008 · author #1

Mentions

  • 1407.3395 #1 · backfill · confidence 0.70 Antoine Ayache
  • 1304.2995 #1 · backfill · confidence 0.70 Antoine Ayache
  • 1302.1674 #1 · backfill · confidence 0.70 Antoine Ayache
  • 1302.1670 #1 · backfill · confidence 0.70 Antoine Ayache
  • 1208.1100 #1 · backfill · confidence 0.70 Antoine Ayache
  • 1208.0911 #1 · backfill · confidence 0.70 Antoine Ayache
  • 1109.1617 #1 · backfill · confidence 0.70 Antoine Ayache
  • 0808.3054 #1 · backfill · confidence 0.70 Antoine Ayache

Frequent Coauthors