Jean‐Marc Bardet

1.2k total citations
49 papers, 579 citations indexed

About

Jean‐Marc Bardet is a scholar working on Finance, Economics and Econometrics and Statistics and Probability. According to data from OpenAlex, Jean‐Marc Bardet has authored 49 papers receiving a total of 579 indexed citations (citations by other indexed papers that have themselves been cited), including 34 papers in Finance, 21 papers in Economics and Econometrics and 17 papers in Statistics and Probability. Recurrent topics in Jean‐Marc Bardet's work include Financial Risk and Volatility Modeling (31 papers), Complex Systems and Time Series Analysis (20 papers) and Statistical Methods and Inference (12 papers). Jean‐Marc Bardet is often cited by papers focused on Financial Risk and Volatility Modeling (31 papers), Complex Systems and Time Series Analysis (20 papers) and Statistical Methods and Inference (12 papers). Jean‐Marc Bardet collaborates with scholars based in France, Algeria and Venezuela. Jean‐Marc Bardet's co-authors include Olivier Wintenberger, Донатас Сургайлис, Ciprian A. Tudor, Gabriel Lang, P. Bertrand, Paul Doukhan, Éric Moulines, Philippe Soulier, José R. León and Mădălina Olteanu and has published in prestigious journals such as SHILAP Revista de lepidopterología, IEEE Transactions on Information Theory and The Annals of Statistics.

In The Last Decade

Jean‐Marc Bardet

46 papers receiving 557 citations

Peers

Jean‐Marc Bardet

FINAN

SNP

CVPR

Jean‐François Coeurjolly France

Alexander Lindner Germany

Gerald Kroisandt Germany

Martina Mincheva United States

Sylvain Delattre France

György Terdik Hungary

Werner Linde Germany

Cheng Yong Tang United States

Bernard Bercu France

Jean‐François Coeurjolly France

Jean‐Marc Bardet

249 ×0.7

FINAN

257 ×0.9

55 ×0.4

38 ×0.5

SNP

21 ×0.3

CVPR

Citations per year, relative to Jean‐Marc Bardet Jean‐Marc Bardet (= 1×) peers Jean‐François Coeurjolly

Countries citing papers authored by Jean‐Marc Bardet

Since Specialization

Citations

This map shows the geographic impact of Jean‐Marc Bardet's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jean‐Marc Bardet with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jean‐Marc Bardet more than expected).

Fields of papers citing papers by Jean‐Marc Bardet

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jean‐Marc Bardet. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jean‐Marc Bardet. The network helps show where Jean‐Marc Bardet may publish in the future.

Co-authorship network of co-authors of Jean‐Marc Bardet

This figure shows the co-authorship network connecting the top 25 collaborators of Jean‐Marc Bardet. A scholar is included among the top collaborators of Jean‐Marc Bardet based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Jean‐Marc Bardet. Jean‐Marc Bardet is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Bardet, Jean‐Marc, et al.. (2024). Quasi-maximum likelihood estimation of long-memory linear processes. Statistical Inference for Stochastic Processes. 27(3). 457–483.

Bardet, Jean‐Marc, et al.. (2022). Generalized Gaussian quasi-maximum likelihood estimation for most common time series. Communication in Statistics- Theory and Methods. 53(4). 1459–1478.

Bardet, Jean‐Marc, Paul Doukhan, & Olivier Wintenberger. (2022). Contrast estimation of time-varying infinite memory processes. Stochastic Processes and their Applications. 152. 32–85. 1 indexed citations

Bardet, Jean‐Marc, et al.. (2021). Local correlation dimension of multidimensional stochastic process. Statistics & Probability Letters. 181. 109262–109262. 1 indexed citations

Bardet, Jean‐Marc, et al.. (2020). Data-driven semi-parametric detection of multiple changes in long-range dependent processes. Electronic Journal of Statistics. 14(2). 1 indexed citations

Bardet, Jean‐Marc, et al.. (2018). Robust semi-parametric multiple change-point detection. Université Pierre et Marie CURIE (UPMC). 1 indexed citations

Lacaille, Jérôme, et al.. (2016). Indexation of Bench Test and Flight Data. PHM Society European Conference. 3(1). 1 indexed citations

Bardet, Jean‐Marc, et al.. (2016). Semiparametric Stationarity and Fractional Unit Roots Tests Based on Data-Driven Multidimensional Increment Ratio Statistics. arXiv (Cornell University). 8(2). 115–153.

Bardet, Jean‐Marc, et al.. (2016). Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator\n of affine causal processes. arXiv (Cornell University). 10 indexed citations

10.

Bardet, Jean‐Marc, et al.. (2015). A new non-parametric detector of univariate outliers for distributions\n with unbounded support. arXiv (Cornell University). 4 indexed citations

11.

Bardet, Jean‐Marc, et al.. (2014). Monitoring procedure for parameter change in causal time series. Journal of Multivariate Analysis. 125. 204–221. 12 indexed citations

12.

Bardet, Jean‐Marc & Ciprian A. Tudor. (2014). Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process. Journal of Multivariate Analysis. 131. 1–16. 7 indexed citations

13.

Bailly, Jean‐Stéphane, et al.. (2014). Dimensions fractales de réseaux vectoriels : méthodes d’estimation et robustesse des résultats. Cybergeo. 1 indexed citations

14.

Bardet, Jean‐Marc & Донатас Сургайлис. (2012). Moment bounds and central limit theorems for Gaussian subordinated arrays. Journal of Multivariate Analysis. 114. 457–473. 12 indexed citations

15.

Bardet, Jean‐Marc & Донатас Сургайлис. (2012). Nonparametric estimation of the local Hurst function of multifractional Gaussian processes. Stochastic Processes and their Applications. 123(3). 1004–1045. 23 indexed citations

16.

Bardet, Jean‐Marc, et al.. (2011). An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic. Journal of Multivariate Analysis. 105(1). 222–240. 1 indexed citations

17.

Bardet, Jean‐Marc & Ciprian A. Tudor. (2010). A wavelet analysis of the Rosenblatt process: Chaos expansion and estimation of the self-similarity parameter. Stochastic Processes and their Applications. 120(12). 2331–2362. 36 indexed citations

18.

Bardet, Jean‐Marc, et al.. (2010). Adaptive semiparametric wavelet estimator and goodness-of-fit test for\n long memory linear processes. arXiv (Cornell University). 2 indexed citations

19.

Bardet, Jean‐Marc, et al.. (2008). WAVELET ANALYSIS OF A CONTINUOUS-TIME GAUSSIAN PROCESS OBSERVED AT RANDOM TIMES AND ITS APPLICATION TO THE ESTIMATION OF THE SPECTRAL DENSITY. arXiv (Cornell University). 2 indexed citations

20.

Bardet, Jean‐Marc. (2002). Bivariate occupation measure dimension of multidimensional processes. Stochastic Processes and their Applications. 99(2). 323–348. 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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