publications

papers, preprints, and conference proceedings

journal papers & preprints

2021

  1. Preprint
    Wavelet eigenvalue regression in high dimensions
    Abry, P., Boniece, B. C., Didier, G., and Wendt, H.
    Preprint. (2021)
  2. Preprint
    On high-dimensional wavelet eigenanalysis
    Abry, P., Boniece, B. C., Didier, G., and Wendt, H.
    Preprint. (2021)
  3. AAP
    Operator fractional Lévy motion: integral representations and time reversibility
    Boniece, B. C. and Didier, G.
    To appear in Advances in Applied Probability (2021+)
  4. ACHA
    Tempered fractional Brownian motion: wavelet estimation, modeling and testing
    Boniece, B. C., Didier, G., and Sabzikar, F.
    Applied and Computational Harmonic Analysis (2021)

2020

  1. JSP
    On fractional Lévy processes: tempering, sample path properties and stochastic integration
    Boniece, B. C., Didier, G., and Sabzikar, F.
    Journal of Statistical Physics (2020)


conference papers

peer-reviewed conference proceedings

2019

  1. IEEE
    Wavelet-based detection and estimation of fractional Lévy signals in high dimensions
    Boniece, B. C., Wendt, H., Didier, G., and Abry, P.
    8th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP) (2019)
  2. IEEE
    On multivariate non-Gaussian scale invariance: fractional Lévy processes and wavelet estimation
    Boniece, B. C., Wendt, H., Didier, G., and Abry, P.
    European Signal Processing Conference (EUSIPCO) (2019)

2018

  1. IEEE
    Tempered fractional Brownian motion: wavelet estimation and modeling of turbulence in geophysical flows
    Boniece, B. C., Sabzikar, F., and Didier, G.
    2018 IEEE Statistical Signal Processing Workshop (SSP) (2018)


current projects

works in preparation

2021

  1. A wavelet thresholding method for estimation of integrated volatility
    Boniece, B. C. and Figueroa-López, J. E.
    In progress. (2021)
  2. Efficient estimation of volatility for a tempered stable Lévy model of infinite variation
    Han, Y., Figueroa-López, J. E., and Boniece, B. C.
    In progress. (2021)