Collectif Paul Toulouse. "Thèmes de probabilités et statistiques". Collection Agrégation Mathématiques. Masson (Dunod), 1999.

 Azaïs J.M. et Bardet, J.M. "Le modèle linéaire par l’exemple", Dunod, 2006. Preprint.

Published articles

 Bardet J.M. ; Lang, G. ; Moulines, E. and Soulier, P. (2000) Wavelet estimator of long-range dependent processes. Statistical Inference for Stochastic Processes, 3, p. 85-99.

 Bardet, J.M. (2000). Testing for the presence of self-similarity of Gaussian time series having stationary increments. J. of Time Series Anal., 21, p. 497-516.

 Bardet, J.M. (2002). Statistical study of the wavelet analysis of fractional Brownian motion. IEEE Trans. Inform. Theory. 48, p. 991-999.

 Bardet, J.M. (2002) Bivariate occupation measure dimension of multidimensional processes. Stochastic Process. Appl., 99, p. 323-348.

 Azaïs, J.M., Bardet, J.M. and Wschebor, M. (2002). On the tails of the distribution of the maximum of a smooth stationary Gaussian process. ESAIM Prob. Stat., 6, p. 177-185.

 Bardet, J.M. and Bertrand, P. (2007). Definition, properties and wavelet analysis of the multiscale fractional Brownian motion. Fractals, 15, 73-87.

 Bardet, J.M. and Bertrand, P. (2007). Identification of the multiscale fractional Brownian motion with biomechanical applications. J. of Time Series Anal., 28, 1-52.

 Bardet, J.M. and Kammoun, I. (2008). Asymptotic properties of the D.F.A. method. IEEE Trans. Infor. Theory., 54, 2041-2052

 Bardet, J.M., Bibi, H. and Jouini, A. (2008). Adaptive Wavelet based estimators for long range stationary Gaussian processes. Bernoulli, 14, 691-724.

 Bardet, J.M., Doukhan, P. and Leon, J.R. (2008). Uniform limit theorems for the periodogram of weakly dependent time seriesand their applications to Whittle’s estimate. J. of Time Series Anal., 29, 906-945.

 Bardet, J.M., Doukhan, P. and Leon, J.R. (2008). A functional limit theorem for $eta$-weakly dependent processes and its applications. Statistical Inference for Stochastic Processes, 11, 3, 265-280.

 Bardet, J.M., Doukhan, P., Lang G. and Ragache, N. (2008). The standard Lindeberg method applied to weakly dependent processes. ESAIM Prob. Stat., 12, 154-172.

 Bardet, J.-M. and Wintenberger, O. (2009). Asymptotic normality of the Quasi-Maximum Likelihood Estimator for multidimensional causal processes. Ann. Statist., 37, 2730-2759.

 Bardet, J.M., Billat, V. and Kammoun, I. (2009). Modélisation des fréquences cardiaques instantanées durant un marathon et estimation de leurs paramètres fractals. J. Soc. Fr. Stat. & Rev. Stat. Appl., 150, p. 101-126.

 Bardet, J.M. and Bertrand, P. (2010). A nonparametric estimator of the spectral density of a continuous-time Gaussian Process observed at random times. Scand. J. Stat., 38, p. 458-476.

 Bardet, J.-M. and Tudor, C. (2010). A wavelet analysis of the Rosenblatt process : chaos expansion and estimation of the self-similarity parameter Stochastic Processes and Applications, 120, p. 2331-2362.

 Bardet, J.-M. and Surgailis, D. (2011). Measuring the roughness of random paths by increment ratios. Bernoulli, 17, 749-780.

 Bardet, J.M. and Bibi, H. (2012). Adaptive semiparametric wavelet estimator and goodness-of-fit test for long memory linear processes. Electronic Journal of Statistics, 6, 2383-2419

 Bardet, J.M., Billat, V. and Kammoun, I. (2012). A new process to model heartbeat signal during exhaustive run and an adaptive estimator of its fractal parameters. Journal of Applied Statistics, 39, 1331-1351.

 Bardet, J.M. and Dola, B. (2012).Adaptive estimator of the memory parameter and goodness-of-fit test using a multidimensional increment ratio statistic. Journal of Multivariate Analysis, 105, p. 222-240.

 Bardet, J.-M., Kengne, W. and Wintenberger, O. (2012). Detecting multiple change-points in general causal time series using penalized quasi-likelihood. Electronic Journal of Statistics, 6, 435-477.

 Bardet, J.-M. and Surgailis, D. (2012). Nonparametric estimation of the local Hurst function of multifractional processes. To appear in Stochastic Processes and Applications.

 Bardet, J.-M. and Surgailis, D. (2013). Moment bounds and central limit theorems for Gaussian subordinated arrays. Journal of Multivariate Analysis, 114, 456-473.

Chapters of books

 Bardet, J.M. ; Lang, G. ; Oppenheim, G. ; Philippe, A. Stoev, S. and Taqqu, M. (2003). Semi-parametric estimation of the long-range dependent processes : A survey. Long-range Dependence : Theory and Applications, Birkhauser.

 Bardet, J.M. ; Lang, G. ; Oppenheim, G. ; Philippe, A. and Taqqu, M. (2003). Generators of long-range dependent processes : A survey. Long-range Dependence : Theory and Applications, Birkhauser.

Journal with national board

 Bardet J.M. (1998). Dimension de corrélation locale et dimension de Hausdorff des processus vectoriels continus. C. R. Acad. Sci. Paris Sér. I Math. 326, p. 589-594.

 Bardet J.M. (1999). Un test d’auto-similarité pour les processus gaussiens à accroissements stationnaires. C. R. Acad. Sci. Paris Sér. I Math., 328, p. 521-526.

 Bardet, J.M. (1999). La mémoire longue en économie : discussion. Journal de la SFDS, 140, p. 49-54.

 Bardet, J.M. (2000). Les cours d’actifs financiers sont-ils autosimilaires ? Journal de la SFDS, 141, p. 137-148.

 Bardet, J.M. and Kammoun, I. (2008). Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process C. R. Math. Acad. Sci. Paris, 346, 889-894.

 Bardet, J.M., Bertrand, P. et Billat, V. (2008). Estimation non-paramétrique de la densité spectrale d’un processus gaussien échantillonné aléatoirement. Ann. I.S.U.P., 52, 123-138.

Proceedings

 Bardet, J.M. ; Moulines, E. and Soulier, P. (1998). Recent advances on the semi-parametric estimation of the long-range dependence coefficient. ESAIM Proc., 5, Soc. Math. Appl. Indust., Paris, p. 29-41.

 Bertrand, P. ; Bardet, J.M. ; Dabonneville, M. and Mouzat, A. (2001) Automatic Determination of the Different Control Mechanisms in Upright Position by a Wavelet Method. IEEE Engineering in Medicine and Biology Society, 25 - 28, Istambul.

 Bardet, J.M. and Kammoun, I. (2007). Detecting changes in the fluctuations of a Gaussian process and an application to heartbeat time series. Preprint.

 Bardet, J.-M. and Kengne, W. (2012). Monitoring procedure for parameter change in causal time series. Preprint.

 Bardet, J.M. and Dola, B. (2012). New semiparametric stationarity tests based on adaptive multidimensional increment ratio statistics. Preprint.