Gustavo Didier

Tulane University

6823 St Charles Ave

New Orleans, LA 70118

United States

SCHOLARLY PAPERS

3

DOWNLOADS

3

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Adaptive Wavelet Decompositions of Stationary Time Series

Journal of Time Series Analysis, Vol. 31, Issue 3, pp. 182-209, May 2010
Number of pages: 28 Posted: 19 Apr 2010
Gustavo Didier and Vladas Pipiras
Tulane University and University of North Carolina (UNC) at Chapel Hill - Department of Statistics
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2.

The Asymptotic Distribution of the Pathwise Mean Squared Displacement in Single Particle Tracking Experiments

Journal of Time Series Analysis, Vol. 38, Issue 3, pp. 395-416, 2017
Number of pages: 22 Posted: 05 Apr 2017
Gustavo Didier and Kui Zhang
Tulane University and Tulane University
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Anomalous diffusion, viscoelastic fluid, mean squared displacement, fractional Brownian motion, fractional Ornstein–Uhlenbeck process, microrheology, Rosenblatt distribution

3.

Statistical Challenges in Microrheology

Journal of Time Series Analysis, Vol. 33, Issue 5, pp. 724-743, 2012
Number of pages: 20 Posted: 30 Aug 2012
Tulane University, affiliation not provided to SSRN, University of North Carolina (UNC) at Chapel Hill and affiliation not provided to SSRN
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Gaussian processes, microrheology, non‐Newtonian fluids, generalized Langevin equation, local Whittle, fractional processes, simulation, wavelets, Primary: 60G15, 82B31, 62P10, Secondary: 62M09, 42C40