← All authors Patrice Abry Sciences Po Lyon (from arXiv:1905.11842, 2019) · ORCID · OpenAlex
74 papers in scope · 74 published · 1 on the econ.EM arXiv · 4,306 citations · h-index 28 (over the papers listed here)
Papers (1 of 74)
New developments and perspectives on financial crisis indicators: How can signal processing enrich existing financial crises indicators?
published 2025 · Finance research letters · 1 citations
Detecting global financial crises with scarce data by multivariate nonlinear filtering
published 2025 · Journal of Physics Complexity · 1 citations
A bivariate multifractal analysis approach to understanding socio-spatial segregation dynamics
published 2025 · Scientific Reports · first circulated 2023
with Janka Lengyel, Stéphane Roux, Olivier Bonin, Stéphane Jaffard
Multivariate Selfsimilarity: Multiscale Eigen-Structures for Selfsimilarity Parameter Estimation
published 2024 · IEEE Transactions on Signal Processing · 2 citations · first circulated 2023
with Charles-Gérard Lucas, Gustavo Didier, Herwig Wendt
Covid19 Reproduction Number: Credibility Intervals by Blockwise Proximal Monte Carlo Samplers
published 2023 · IEEE Transactions on Signal Processing
with Gersende Fort, Barbara Pascal, Nelly Pustelnik
Wavelet eigenvalue regression in high dimensions
published 2022 · Statistical Inference for Stochastic Processes · 2 citations · first circulated 2021
Roughness and intermittency within metropolitan regions - Application in three French conurbations
published 2022 · Environment and Planning B Urban Analytics and City Science · 10 citations
with Janka Lengyel, Stéphane G. Roux, François Sémécurbe, Stéphane Jaffard
The Contours of a Cliophysics. How Can Econophysics Enrich Cliometrics? Case Studies in Debt Issues and Global Capital Markets
published 2022 · Frontiers in Physics · 2 citations
Deep Learning-Based Extreme Heatwave Forecast
published 2022 · Frontiers in Climate · 13 citations
Nonsmooth Convex Optimization to Estimate the Covid-19 Reproduction Number Space-Time Evolution With Robustness Against Low Quality Data
published 2022 · IEEE Transactions on Signal Processing · 14 citations · first circulated 2021
with Barbara Pascal, Nelly Pustelnik, Stéphane G. Roux, Rémi Gribonval, Patrick Flandrin
A Bayesian Framework for Multivariate Multifractal Analysis
published 2022 · IEEE Transactions on Signal Processing · 9 citations
with Lorena Leon, Herwig Wendt, Jean-Yves Tourneret
Functional brain–heart interplay extends to the multifractal domain
published 2021 · Philosophical Transactions of the Royal Society A Mathematical Physical and Engineering Sciences · 39 citations
with Vincenzo Catrambone, Riccardo Barbieri, Herwig Wendt, Gaetano Valenza
Spatial and temporal regularization to estimate COVID-19 reproduction number R(t): Promoting piecewise smoothness via convex optimization
published 2020 · PLoS ONE · 28 citations
Who benefits most from Lyon’s bike sharing system?
published 2020 · PLoS ONE · 5 citations
published 2019 · Physica A Statistical Mechanics and its Applications · 12 citations
Multifractal formalisms for multivariate analysis
published 2019 · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 26 citations
with Stéphane Jaffard, Stéphane Seuret, Herwig Wendt, Roberto Leonarduzzi
Multivariate scale-free temporal dynamics: From spectral (Fourier) to fractal (wavelet) analysis
published 2019 · Comptes Rendus Physique · 17 citations
with Herwig Wendt, Stéphane Jaffard, Gustavo Didier
Probing High-Order Dependencies With Information Theory
published 2019 · IEEE Transactions on Signal Processing · 13 citations
with Carlos Granero-Belinchón, Steehane G. Roux, Nicolas Garnier
A Generalized Multifractal Formalism for the Estimation of Nonconcave Multifractal Spectra
published 2018 · IEEE Transactions on Signal Processing · 10 citations
with Roberto Leonarduzzi, Herwig Wendt, Stéphane Jaffard, Hugo Touchette
Self-similarity and multifractality in human brain activity: A wavelet-based analysis of scale-free brain dynamics
published 2018 · Journal of Neuroscience Methods · 51 citations
with Daria La Rocca, Nicolas Zilber, Virginie van Wassenhove, Philippe Ciuciu
Two-step wavelet-based estimation for Gaussian mixed fractional processes
published 2018 · Statistical Inference for Stochastic Processes · 12 citations · first circulated 2016
with Gustavo Didier, Hui Li
Wavelet eigenvalue regression for n -variate operator fractional Brownian motion
published 2018 · Journal of Multivariate Analysis · 21 citations · first circulated 2017
with Gustavo Didier
Multivariate multifractal analysis
published 2018 · Applied and Computational Harmonic Analysis · 32 citations
with Stéphane Jaffard, Stéphane Seuret, Herwig Wendt, Roberto Leonarduzzi, Stéphane Roux
Information Theory to Probe Intrapartum Fetal Heart Rate Dynamics
published 2017 · Entropy · 18 citations
with Carlos Granero-Belinchón, Stéphane Roux, Muriel Doret, Nicolas Garnier
Wavelet estimation for operator fractional Brownian motion
published 2017 · Bernoulli · 1 citations · first circulated 2015
with Gustavo Didier
Multivariate Hadamard self-similarity: Testing fractal connectivity
published 2017 · Physica D Nonlinear Phenomena · 24 citations
with Herwig Wendt, Gustavo Didier, Sébastien Combrexelle
Bayesian Selection for the $\ell _2$ -Potts Model Regularization Parameter: 1-D Piecewise Constant Signal Denoising
published 2017 · IEEE Transactions on Signal Processing · 14 citations
with Jordan Frécon, Nelly Pustelnik, Nicolas Dobigeon, Herwig Wendt
Finite-Resolution Effects in $p$ -Leader Multifractal Analysis
published 2017 · IEEE Transactions on Signal Processing · 13 citations
with Roberto Leonarduzzi, Herwig Wendt, Stéphane Jaffard, Clothilde Mélot
Scaling in Internet Traffic: A 14 Year and 3 Day Longitudinal Study, With Multiscale Analyses and Random Projections
published 2017 · IEEE/ACM Transactions on Networking · 84 citations
Small and large scale behavior of moments of Poisson cluster processes
published 2017 · ESAIM Probability and Statistics · 1 citations
Covariance Versus Precision Matrix Estimation for Efficient Asset Allocation
published 2016 · IEEE Journal of Selected Topics in Signal Processing · 18 citations
with Marc Senneret, Yannick Malevergne, Gérald Perrin, Laurent Jaffres
Non-Linear Wavelet Regression and Branch & Bound Optimization for the Full Identification of Bivariate Operator Fractional Brownian Motion
published 2016 · IEEE Transactions on Signal Processing · 9 citations
with Jordan Frécon, Gustavo Didier, Nelly Pustelnik
On-The-Fly Approximation of Multivariate Total Variation Minimization
published 2016 · IEEE Transactions on Signal Processing · 7 citations
with Jordan Frécon, Nelly Pustelnik, Laurent Condat
p -exponent and p -leaders, Part I: Negative pointwise regularity
published 2015 · Physica A Statistical Mechanics and its Applications · 55 citations
with Stéphane Jaffard, Clothilde Mélot, Roberto Leonarduzzi, Herwig Wendt, Stéphane Roux, María E. Torres
p -exponent and p -leaders, Part II: Multifractal analysis. Relations to detrended fluctuation analysis
published 2015 · Physica A Statistical Mechanics and its Applications · 51 citations
with Roberto Leonarduzzi, Herwig Wendt, Stéphane Jaffard, Clothilde Mélot, Stéphane Roux, María E. Torres
Fractal Analysis and Hurst Parameter for Intrapartum Fetal Heart Rate Variability Analysis: A Versatile Alternative to Frequency Bands and LF/HF Ratio
published 2015 · PLoS ONE · 57 citations
with Muriel Doret, Jiří Spilka, Václav Chudáček, Paulo Gonçalvès
Signal Processing for Art Investigation [From the Guest Editors]
published 2015 · IEEE Signal Processing Magazine · 6 citations
with Andrew G. Klein, William A. Sethares, C. Richard Johnson
Multiscale Anisotropic Texture Analysis and Classification of Photographic Prints: Art scholarship meets image processing algorithms
published 2015 · IEEE Signal Processing Magazine · 39 citations
Scaling range automated selection for wavelet leader multifractal analysis
published 2014 · Signal Processing · 10 citations
with Roberto Leonarduzzi, María E. Torres
Random Vector and Time Series Definition and Synthesis From Matrix Product Representations: From Statistical Physics to Hidden Markov Models
published 2013 · IEEE Transactions on Signal Processing · 8 citations
with Florian Angeletti, Éric Bertin
Smoothing Windows for the Synthesis of Gaussian Stationary Random Fields Using Circulant Matrix Embedding
published 2013 · Journal of Computational and Graphical Statistics · 9 citations
Synoptic Graphlet: Bridging the Gap Between Supervised and Unsupervised Profiling of Host-Level Network Traffic
published 2012 · IEEE/ACM Transactions on Networking · 17 citations
Critical moment definition and estimation, for finite size observation of log-exponential-power law random variables
published 2012 · Signal Processing · 7 citations
with Florian Angeletti, Éric Bertin
Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the hurst parameter
published 2011 · Lithuanian Mathematical Journal · 20 citations
Linearization effect in multifractal analysis: Insights from the Random Energy Model
published 2011 · Physica D Nonlinear Phenomena · 10 citations · first circulated 2010
with Florian Angeletti, Marc Mézard, Éric Bertin
Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding
published 2011 · Signal Processing · 24 citations
Investigating Self-Similarity and Heavy-Tailed Distributions on a Large-Scale Experimental Facility
published 2010 · IEEE/ACM Transactions on Networking · 52 citations
Multifractal Random Walks as Fractional Wiener Integrals
published 2009 · IEEE Transactions on Information Theory · 21 citations
Second order properties of distribution tails and estimation of tail exponents in random difference equations
published 2009 · Extremes · 7 citations
Log Wavelet Leaders Cumulant Based Multifractal Analysis of EVI fMRI Time Series: Evidence of Scaling in Ongoing and Evoked Brain Activity
published 2008 · IEEE Journal of Selected Topics in Signal Processing · 58 citations
with Philippe Ciuciu, Cécile Rabrait, Herwig Wendt
Bootstrap tests for the time constancy of multifractal attributes
published 2008 · Proceedings of the ... IEEE International Conference on Acoustics, Speech, and Signal Processing · 5 citations
with Herwig Wendt
Comprehensive multifractal analysis of turbulent velocity using the wavelet leaders
published 2008 · The European Physical Journal B · 82 citations · first circulated 2007
with Bruno Lashermes, S. G. Roux, Stéphane Jaffard, Stéphane Roux
Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation
published 2007 · Bernoulli · 26 citations
Multifractality Tests Using Bootstrapped Wavelet Leaders
published 2007 · IEEE Transactions on Signal Processing · 129 citations
with Herwig Wendt
Time-Scale Block Bootstrap Tests for Non Gaussian Finite Variance Self-Similar Processes with Stationary Increments
published 2007 · 2007 IEEE/SP 14th Workshop on Statistical Signal Processing · 1 citations
with Herwig Wendt
Bootstrap for Empirical Multifractal Analysis
published 2007 · IEEE Signal Processing Magazine · 278 citations
with Herwig Wendt, Stephine Jaffard
On Non-Scale-Invariant Infinitely Divisible Cascades
published 2005 · IEEE Transactions on Information Theory · 93 citations · first circulated 2003
with Pierre Chainais, Rudolf H. Riedi
Multifractality in TCP/IP traffic: the case against
published 2005 · Computer Networks · 54 citations
with Darryl Veitch, Nicolas Hohn
NEW INSIGHTS INTO THE ESTIMATION OF SCALING EXPONENTS
published 2004 · International Journal of Wavelets Multiresolution and Information Processing · 121 citations
with Bruno Lashermes, Pierre Chainais
Revisiting scaling, multifractal, and multiplicative cascades with the wavelet leader lens
published 2004 · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 22 citations
with St�phane Jaffard, Bruno Lashermes
ON THE AUTOMATIC SELECTION OF THE ONSET OF SCALING
published 2003 · Fractals · 51 citations
with Darryl Veitch, Murad S. Taqqu
Cluster processes: a natural language for network traffic
published 2003 · IEEE Transactions on Signal Processing · 120 citations
with Nicolas Hohn, Darryl Veitch
Can continuous-time stationary stable processes have discrete linear representations?
published 2003 · Statistics & Probability Letters · 4 citations
Multiscale nature of network traffic
published 2002 · IEEE Signal Processing Magazine · 262 citations
A statistical test for the time constancy of scaling exponents
published 2001 · IEEE Transactions on Signal Processing · 63 citations
with D. Veich
Stochastic integral representation and properties of the wavelet coefficients of linear fractional stable motion
published 2000 · Stochastic Processes and their Applications · 33 citations
with Lieve Delbeke
Real-time estimation of the parameters of long-range dependence
published 2000 · IEEE/ACM Transactions on Networking · 87 citations
A wavelet-based joint estimator of the parameters of long-range dependence
published 1999 · IEEE Transactions on Information Theory · 512 citations
with Darryl Veitch
Wavelets for Scaling Processes
published 1999 · Fractals · 7 citations
with Patrick Flandrin
Wavelet based estimator for the self-similarity parameter of α-stable processes.
published 1999 · International Conference on Acoustics, Speech, and Signal Processing · 14 citations
with Lieve Delbeke, Patrick Flandrin
no link
Long‐range Dependence: Revisiting Aggregation with Wavelets
published 1998 · Journal of Time Series Analysis · 146 citations
with Darryl Veitch, Patrick Flandrin
Construction of biorthogonal wavelets starting from any two multiresolutions
published 1998 · IEEE Transactions on Signal Processing · 34 citations
with Akram Aldroubi, Michaël Unser
Wavelet analysis of long-range-dependent traffic
published 1998 · IEEE Transactions on Information Theory · 969 citations
with Darryl Veitch
The Wavelet-Based Synthesis for Fractional Brownian Motion Proposed by F. Sellan and Y. Meyer: Remarks and Fast Implementation
published 1996 · Applied and Computational Harmonic Analysis · 233 citations
with Fabrice Sellan
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