
Journal papers and preprints



Didier, G. and Nguyen,
H. (2019), 'Asymptotic
analysis of the mean squared displacement under
fractional memory kernels'.
Under review, pp.133.



Boniece, B.C.,
Didier, G. and Sabzikar,
F. (2018), 'On fractional L¨¦vy processes:
tempering, sample path properties and stochastic
integration'.
Under review, pp.146.



Boniece, B.C., Didier, G. and Sabzikar, F. (2018), 'Tempered fractional Brownian
motion: wavelet estimation, modeling and testing'.
Under review, pp.148.



Abry, P.,
Didier, G. and Li, H. (2019), 'Twostep
waveletbased estimation for Gaussian mixed fractional
processes'. Statistical Inference for
Stochastic Processes, 22(2), July,
pp.157185.



Zhang, K., Crizer, K. P. R.,
Schoenfisch,
M. H., Hill,
D. B. and Didier, G. (2018), 'Fluid
heterogeneity detection based on the asymptotic
distribution of the timeaveraged mean squared
displacement in single particle tracking experiments'. Journal of Physics A:
Mathematical and Theoretical, 51 445601.
[remark: paper selected for the Journal of
Physics A Highlights of 2018 collection]



Abry, P. and Didier, G. (2018), 'Wavelet
eigenvalue regression for nvariate operator fractional Brownian
motion'. Journal of Multivariate
Analysis, 168,
November, pp. 75104.



Didier, G., Meerschaert, M.
M. and Pipiras,
V. (2018), 'Domain and range symmetries of
operator fractional Brownian fields'. Stochastic Processes and their Applications, 128(1), pp. 3978.



Abry, P. and Didier, G. (2018), 'Wavelet
estimation for operator fractional Brownian motion', Bernoulli, 24(2), pp. 895928.



Wendt, H.,
Didier, G., Combrexelle, S. and Abry, P.,
(2017), 'Multivariate
Hadamard selfsimilarity: testing fractal connectivity', Physica D: Nonlinear Phenomena, 356357, pp. 136.



Didier, G. and
Zhang., K. (2017), 'The asymptotic distribution of the
pathwise mean squared displacement in single particle
tracking experiments', Journal
of Time Series Analysis, 38(3), May, pp. 395416.



Didier, G.,
Meerschaert, M. M. and Pipiras, V. (2017), 'Exponents of operator selfsimilar
random fields', Journal of Mathematical Analysis and
Applications, 448(2), pp. 1450¨C1466.



Frecon, J., Didier, G., Pustelnik,
N. and Abry, P. (2016), 'Nonlinear wavelet regression and
branch & bound optimization for the full
identification of bivariate operator fractional Brownian
motion', IEEE Transactions on
Signal Processing, 64(15), pp. 40404049.



Baek, C.,
Didier, G. and Pipiras, V. (2014), 'On integral
representations of operator fractional Brownian fields',
Statistics and Probability
Letters, 92, 190198.



Didier, G. and Fricks, J. (2014), 'On
the
waveletbased simulation of anomalous diffusion', Journal
of Statistical Computation and Simulation, 84(4), pp. 697723.



Didier, G., Jaffard,
S. and Pipiras, V. (2013), 'On the
vaguelet and Riesz properties of L^{2}unbounded
transformation of orthogonal wavelet bases', Journal
of Approximation Theory, vol. 176, December, pp.
94117.



Didier, G., McKinley, S.A., Hill,
D.B. and Fricks, J. (2012), 'Statistical
challenges in microrheology', Journal
of Time Series Analysis, 33(5), September,
pp. 724743.



Didier, G. and Pipiras, V. (2012), 'Exponents,
symmetry
groups
and
classification of operator fractional Brownian motions', Journal
of Theoretical Probability, 25(2), pp. 353¨C395.



Didier, G. and Pipiras, V.
(2011), 'Integral
representations and properties of operator fractional
Brownian motions', Bernoulli 17(1), pp. 133.



Didier, G. and Pipiras, V.
(2010), 'Adaptive
wavelet
decompositions
of stationary time series', Journal of Time Series
Analysis, 31(3),
May, pp. 182209.



Belloni,
A. and Didier, G. (2008), 'On
the BehrensFisher problem: a globally convergent
algorithm and a finitesample study of the Wald, LR and LM
Tests', Annals
of Statistics, 36(5),
pp. 23772408.



Didier,
G. and Pipiras, V. (2008), 'Gaussian
stationary processes: discrete approximations, adaptive
wavelet decompositions and their convergence',
Journal of
Fourier Analysis and Applications, 14(2), April,
pp.203234.






Conference
papers
(peerreviewed) and preprints



Boniece,
B.C., Wendt,
H., Didier, G. and Abry, P. (2019), 'Waveletbased detection and
estimation of fractional L¨¦vy signals in high dimensions'.
Under review, pp.15.



Boniece,
B.C., Didier,
G., Wendt,
H., and Abry,
P. (2019), 'On multivariate nonGaussian
scale invariance: fractional L¨¦vy processes and wavelet
estimation'. To appear in 27th European
Signal Processing Conference (EUSIPCO), A Coruña,
Spain,
pp.15.



Didier,
G., Wendt,
H. and Abry, P. (2019), 'Detection and estimation of
delays in bivariate selfsimilarity: bootstrapped
complex wavelet coherence'.
IEEE International Conference on Acoustics,
Speech and Signal Processing (ICASSP),
Brighton, U.K., pp.15.



Wendt, H., Abry, P. and Didier, G. (2019), 'Bootstrapbased bias
reduction for the estimation of the selfsimilarity
exponents of multivariate time series'. IEEE
International Conference on Acoustics, Speech and
Signal Processing (ICASSP),
Brighton, U.K., pp.15.



Abry, P., Wendt, H. and Didier, G. (2018), 'Detecting and estimating
multivariate selfsimilar sources in highdimensional
mixtures',
IEEE Statistical
Signal Processing Workshop, Freiburg,
Germany, pp.15.



Boniece, B.C., Sabzikar, F. and Didier, G. (2018), 'Tempered fractional Brownian
motion: wavelet estimation and modeling of turbulence
in geophysical flows', IEEE Statistical Signal
Processing Workshop, Freiburg, Germany, pp.15.



Wendt, H., Abry, P. and Didier, G. (2018), 'Wavelet domain bootstrap for
testing the equality of bivariate selfsimilarity
exponents', IEEE Statistical Signal Processing
Workshop, Freiburg, Germany,
pp.15.



Combrexelle, S., Wendt, H., Didier, G. and Abry,
P. (2017), 'Multivariate scalefree
dynamics: testing fractal connectivity',
IEEE International Conference on Acoustics, Speech and
Signal Processing (ICASSP), New
Orleans, USA, pp.15.



Frecon, J., Fontugne, R., Didier, G., Pustelnik,
N., Fukuda, K. and Abry, P. (2016), 'Nonlinear regression for
bivariate selfsimilarity identification  application
to anomaly detection in Internet traffic based on a
joint scaling analysis of packet and byte counts',
IEEE
International Conference on Acoustics, Speech and Signal
Processing (ICASSP), Shanghai, China, pp.15.



Didier, G., Helgason, H. and Abry, P. (2015), 'Demixing multivariateoperator
selfsimilar processes', IEEE International Conference on
Acoustics, Speech and Signal Processing (ICASSP),
Brisbane, Australia, pp.15.

