PUBLICATIONS



         
         
         
         

        • Istas,J. (2012), Estimating self-similarity through complex variations pdf. ( Elec. J. Stat. (To appear) ).
        • Istas,J. (2012), Multifractional Brownian fields indexed by metric spaces with distances of negative type (ESAIM P&S (to appear)) pdf.
        • Istas,J. (2012), Manifold indexed fractional fields (ESAIM P&S Vol. 16, 222 - 276) pdf.
        • Istas,J. and Lacaux,C. (2012), On locally self-similar fractional random fields indexed by a manifold (Stochastics (to appear)) pdf.
        • Brouste,A., Istas,J. and Lambert-Lacroix,S. (2010), On simulation of manifold indexed fractional Gaussian fields pdf. ( J. Stat. Soft., Vol. 36, Issue 4 ).
        • Estrade A. and Istas,J. (2010), Throwing balls on spheres (Bernoulli, vol 16; 953--970) pdf.
        • Istas,J. and Lacaux,C. (2009), On locally self-similar fractional random fields indexed by a manifold pdf.
        • Brouste,A., Istas,J. and Lambert-Lacroix,S. (2007), On Gaussian random fields simulation pdf. ( J. Stat. Soft., Vol. 23, Issue 1, p.1--23).
        • Istas,J. (2007), Identifying the anisotropical function of a $d$-dimensional Gaussian self-similar process with stationary increments ( Stat. Inf. Stoc. Proc., Vol. 10, n. 1, p. 97--106).
        • Istas,J. (2007), Quadratic Variations of Spherical Fractional Brownian Motions, ( Stoch.Proc. Appl., Vol.117, p. 476--486)
        • Istas,J. (2006), Karhunen-Loève expansion of Spherical Fractional Brownian Motions, (Stat. Prob. Lett. , Vol.76, p. 1578--1583)
        • Istas,J. (2006), On fractional stable fields indexed by metric spaces, (vol. 11, p.242-251, ECP) .
        • Cohen,S. and Istas,J. (2005), An universal estimator of local self-similarity, (Soumis/Submitted)postscript.
        • Istas,J. (2005), Spherical and Hyperbolic Fractional Brownian Motion , (vol. 10, p.254-262, ECP) .
        • Benassi,A., Cohen,S. and Istas,J. (2004), On roughness indices for fractional fields, vol. 10(2), p. 357-373, Bernoulli
        • Benassi,A., Cohen,S. and Istas,J. (2003), Processus fractionnaires: mod\`eles et identification , No 70, Matapli
        • Benassi, A., Cohen, S., Deguy,S. and Istas,J., (2003). Self-similarity and Intermittency, Wavelets and Signal Processing, p. 361--375, Birkhauser. postscript.
        • Benassi,A., Cohen,S. and Istas,J. (2003), Local self-similarity and the Hausdorff dimension, T. 336, p. 267-272 C.R. Acad. Sci. Paris.
        • Istas,J. (2003), L^p losses and limiting distribution for predicting integrals of some non-Gaussian processes, Stat. Inf. Stoc. Proc.  Vol. 6, n 3, p. 237--246.
        • Benassi,A., Cohen,S. and Istas,J. (2002), Identification and properties of Real Harmonizable Fractional  Lévy Motions, vol. 8, p. 97-115, Bernoulli.
        • Coeurjolly,J-F. and Istas,J. (2001), Cramer-Rao bounds for Fractional Brownian Motions, Stat. Proba. Letters,  Vol. 53, p. 435--447.
        • Istas,J. (2000), Identification des paramètres d'un processus gaussien fractionnaire, J. SFdS, t. 141, 1-2, p. 149--166.
        • Benassi,A., Bertrand,P., Cohen, S. and Istas, J. (2000), Identification of the Hurst index of a Step Fractional Brownian Motion, Stat. Inf. Stoc. Proc.  Vol. 3, Issue 1/2, p. 101--111.
        • Benassi, A., Bertrand, P., Cohen, S. and Istas, J., (1999), Identification  d'un processus gaussien multifractionnaire avec  des ruptures sur la fonction d'échelle.C.R. Acad. Sci. Paris, T.329, Série I, p. 435--440.
        • Kieu,K., Souchet,S. and Istas,J. (1999). Precision of systematic sampling and transitive methods. J.  Statistical Planning and Inference, Vol. 77, p. 263-279.
        • Hoebecke,M. and  Istas,J. (1999). Starting an image segmentation:  a level set approach. Proba. Math. Stat.
        • Benhenni,K. and Istas,J. (1998). Minimax results for integral of analytical processes. ESAIM P&S , Vol. 2, p. 109--121.
        • Benassi,A.,  Cohen,S. and  Istas,J. (1998). Identifying the multifractional function of a Gaussian process. Stat. Proba. Letters , Vol. 39, p. 337--345.
        • Benassi,A., Cohen,S., Istas,J. and Jaffard,S. (1998). Identification of Filtered White Noises. Stoch. Proc. Appl. , Vol.75, n 1, p. 31--50.
        • Istas,J. and Stryhn,H. (1998). Discretely observing a white noise change-point model in the presence of blur. Bernoulli , Vol.4, n 2, p.185--202.
        • Istas,J. and Laredo,C. (1997). Estimating functionals of a stochastic process. Adv.Appl. Prob., Vol.29, n 1, p. 249--270.
        • Istas,J.  and Lang,G. (1997). Quadratic variations and estimation of the local Holder index of a gaussian process. Ann. Inst. Poincaré, Vol. 33, n 4, p. 407--436.
        • Istas,J. (1997). Estimation d'intégrales de processus multi-fractionnaires. C. R. Acad. Sci. Paris, T.324, Série I, p. 565--568.
        • Benassi,A., Cohen,S., Istas,J. and Jaffard,S.(1997). Identification of Elliptic Gaussian Random Processes.  In Fractals in Engineering, Eds. J. Lévy-Vehel, E. Lutton and C. Tricot, Springer-Verlag, p. 115--123.
        • Istas,J. (1996). Estimating the singularity function of a gaussian process with applications. Scand. J. Statist.Vol. 23, n 5, p. 581--596.
        • Istas,J. andTrubuil,A. (1995). Non-parametric segmentation for star-shaped objects. In 9th Scandinavian Conference on Image Analysis, Uppsala, p. 279--286.
        •  Istas,J. (1995). Nonparametric supervised image segmentation by energy minimization using wavelet. In Wavelets and Statistics, Ed. A. Antoniadis and Oppenheim, L.N.S. 103, Springer-Verlag , p. 169--192.
        • Istas,J. and Laredo,C. (1993) Covariance estimation of a gaussian stationary process with wavelet methods, In  Progress in wavelet analysis and applications, Editions Frontières, p. 355--360.
        • Istas,J.  (1992). Wavelet coefficients of a gaussian stationary process and   applications. Ann. Inst. Poincaré, T.28, p. 537--556.
       Homepage