Murad Taqqu | Academic Influence

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Murad Taqqu

Mathematics

#3163

World Rank

#4729

Historical Rank

#1189

USA Rank

Measure Theory

#426

World Rank

#614

Historical Rank

#179

USA Rank

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Mathematics

Murad Taqqu's Degrees

PhD Mathematics University of California, Berkeley
Masters Mathematics University of California, Berkeley
Bachelors Mathematics University of California, Berkeley

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According to Wikipedia, Murad Taqqu is an Iraqi probabilist and statistician specializing in time series and stochastic processes. His research areas have included long-range dependence, self-similar processes, and heavy tails. He is a professor of mathematics at Boston University and received his Ph.D. from Columbia University. He has published over 250 papers, many of which are considered seminal work. He has co-authored or co-edited 9 books.

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Murad Taqqu's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

On the self-similar nature of Ethernet traffic (extended version) (1994) (5535)
Stable Non-Gaussian Random Processes : Stochastic Models with Infinite Variance (1995) (2534)
On the self-similar nature of Ethernet traffic (1993) (2388)
Self-similarity through high-variability: statistical analysis of ethernet LAN traffic at the source level (1995) (1297)
Long-range dependence in variable-bit-rate video traffic (1995) (1292)
Self-similarity through high-variability: statistical analysis of Ethernet LAN traffic at the source level (1997) (1272)
Large-Sample Properties of Parameter Estimates for Strongly Dependent Stationary Gaussian Time Series (1986) (974)
Weak convergence to fractional brownian motion and to the rosenblatt process (1975) (868)
Theory and applications of long-range dependence (2003) (843)
Proof of a fundamental result in self-similar traffic modeling (1997) (799)
ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (1995) (698)
Convergence of integrated processes of arbitrary Hermite rank (1979) (582)
A practical guide to heavy tails: statistical techniques and applications (1998) (496)
Self-Similarity in High-Speed Packet Traffic: Analysis and Modeling of Ethernet Traffic Measurements (1995) (469)
On the self-similar nature of Ethernet traffic (1995) (434)
Self-similarity and heavy tails: structural modeling of network traffic (1998) (430)
Heavy-tailed probability distributions in the World Wide Web (1998) (423)
Wavelets for the Analysis, Estimation, and Synthesis of Scaling Data (2002) (418)
Integration questions related to fractional Brownian motion (2000) (395)
Stock market prices and long-range dependence (1999) (376)
Fractionally differenced ARIMA models applied to hydrologic time series: Identification, estimation, and simulation (1997) (268)
A Bibliographical Guide to Self-Similar Traffic and Performance Modeling for Modern High-Speed Netwo (1996) (236)
The Empirical Process of some Long-Range Dependent Sequences with an Application to $U$-Statistics (1989) (235)
On estimating the intensity of long-range dependence in finite and infinite variance time series (1998) (234)
Wiener chaos: moments, cumulants and diagrams (2011) (231)
A critical look at Lo's modified R/S statistic (1999) (217)
Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator (1997) (202)
Is Network Traffic Self-Similar or Multifractal? (1997) (201)
Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence (1977) (184)
Fractional ARIMA with stable innovations (1995) (179)
Long-Range Dependence and Self-Similarity (2017) (178)
Central limit theorems for quadratic forms in random variables having long-range dependence (1987) (177)
Dependence in Probability and Statistics (1986) (173)
A seasonal fractional ARIMA Model applied to the Nile River monthly flows at Aswan (2000) (170)
Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion (1999) (169)
Noncentral Limit Theorems and Appell Polynomials (1987) (161)
Using Renewal Processes to Generate Long-Range Dependence and High Variability (1986) (160)
Financial Risk and Heavy Tails (2003) (157)
Are classes of deterministic integrands for fractional Brownian motion on an interval complete (2001) (149)
A Practical Guide to Heavy Tails: Statistical Techniques for Analysing Heavy-Tailed Distributions (1998) (149)
Estimating the Heavy Tail Index from Scaling Properties (1999) (146)
Simulation methods for linear fractional stable motion and farima using the fast fourier transform (2004) (141)
Estimating long-range dependence in the presence of periodicity: An empirical study (1999) (141)
Stein’s method and Normal approximation of Poisson functionals (2008) (136)
Robustness of whittle-type estimators for time series with long-range dependence (1997) (135)
Generators of long-range dependent processes: A survey (2003) (134)
Wiener Chaos: Moments, Cumulants and Diagrams: A Survey with Computer Implementation (2014) (130)
Parameter estimation for infinite variance fractional ARIMA (1996) (123)
On the wavelet spectrum diagnostic for Hurst parameter estimation in the analysis of Internet traffic (2005) (114)
Option Pricing in ARCH‐type Models (1998) (112)
Long-Range Dependence and Data Network Traffic (2001) (111)
ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG‐MEMORY NOISE (1988) (105)
On the Spectral Density of the Wavelet Coefficients of Long‐Memory Time Series with Application to the Log‐Regression Estimation of the Memory Parameter (2005) (104)
A Bibliographical Guide to Self-Similar Processes and Long-Range Dependence (1986) (104)
Weak Convergence of Sums of Moving Averages in the $\alpha$-Stable Domain of Attraction (1992) (99)
MULTIFRACTIONAL PROCESSES WITH RANDOM EXPONENT (2005) (98)
Estimators of Long-Memory: Fourier versus Wavelets (2008) (96)
Convergence to Fractional Brownian Motion and to the Telecom Process: the Integral Representation Approach (2008) (94)
Semi-parametric estimation of the long-range dependence parameter : A survey (2003) (92)
Properties and numerical evaluation of the Rosenblatt distribution (2013) (91)
Extremal stochastic integrals: a parallel between max-stable processes and α-stable processes (2005) (88)
LASS: a tool for the local analysis of self-similarity (2006) (86)
How rich is the class of multifractional Brownian motions (2006) (86)
Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data (2013) (84)
Renewal reward processes with heavy-tailed inter-renewal times and heavy-tailed rewards (2000) (80)
Bachelier and his times: A conversation with Bernard Bru (2001) (79)
A wavelet whittle estimator of the memory parameter of a nonstationary Gaussian time series (2006) (79)
Fractional Ornstein-Uhlenbeck Lévy processes and the Telecom process: Upstairs and downstairs (2005) (77)
Estimation of the self-similarity parameter in linear fractional stable motion (2002) (76)
The analysis of finite security markets using martingales (1987) (75)
Whittle estimator for finite-variance non-Gaussian time series with long memory (1999) (73)
Some long‐run properties of rainfall records in Italy (1996) (68)
Non-Markovian diffusion equations and processes: Analysis and simulations (2007) (68)
Regularization and integral representations of Hermite processes (2010) (66)
Rate Optimality of Wavelet Series Approximations of Fractional Brownian Motion (2003) (64)
Semi-parametric graphical estimation techniques for long-memory data. (1996) (63)
Multiple stochastic integrals with dependent integrators (1987) (62)
Stable Processes and Related Topics (1991) (58)
INFINITE VARIANCE STABLE ARMA PROCESSES (1994) (57)
Stochastic properties of the linear multifractional stable motion (2004) (56)
A representation for self-similar processes (1978) (55)
ON THE AUTOMATIC SELECTION OF THE ONSET OF SCALING (2003) (54)
Infinite variance self-similar processes subordinate to a poisson measure (1983) (54)
Long-Range Dependence: Theory and Applications (2002) (52)
Random processes with long‐range dependence and high variability (1987) (52)
Weak convergence of sums of moving averages in the α-stable domain of attraction (1992) (51)
Dependence in probability and statistics : a survey of recent results (Oberwolfach, 1985) (1988) (51)
Framework for Analyzing Spatial Contagion between Financial Markets (2005) (51)
Noncentral Limit Theorems for Quadratic Forms in Random Variables Having Long-Range Dependence (1985) (50)
Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed (2004) (49)
Wavelet construction of Generalized Multifractional processes. (2007) (48)
New Directions in Time Series Analysis : Part II (1993) (47)
Robust estimation of the scale and of the autocovariance function of Gaussian short‐ and long‐range dependent processes (2009) (46)
The asymptotic dependence structure of the linear fractional Lévy motion (1991) (46)
A noncentral limit theorem for quadratic forms of Gaussian stationary sequences (1990) (45)
Statistical Analysis and Stochastic Modeling of Self-Similar Datatraffic (1994) (45)
Numerical Computation of First-Passage Times of Increasing Lévy Processes (2009) (45)
Generalized Hermite processes, discrete chaos and limit theorems (2013) (43)
Decoupling Inequalities for Multilinear Forms in Independent Symmetric Random Variables (1986) (41)
The limit of a renewal reward process with heavy-tailed rewards is not a linear fractional stable motion (2000) (41)
PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION (2005) (41)
Weak Convergence of Moving Averages with Infinite Variance (1986) (41)
Invariance Principle for Symmetric Statistics (1984) (41)
Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes (2009) (40)
MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG‐RANGE DEPENDENCE (2012) (39)
Empirical Evidence on Spatial Contagion between Financial Markets (2005) (39)
Estimating Heavy-Tail Exponents Through Max Self–Similarity (2006) (39)
Meaningful MRA initialization for discrete time series (2000) (38)
Asymptotic properties of U-processes under long-range dependence (2009) (37)
BIVARIATE SYMMETRICAL STATISTICS OF LONG-RANGE DEPENDENT OBSERVATIONS (1991) (37)
New directions in time series analysis (1993) (37)
The structure of self-similar stable mixed moving averages (2002) (36)
Pathwise stochastic integration and applications to the theory of continuous trading (1989) (35)
Asymptotic normality of wavelet estimators of the memory parameter for linear processes (2008) (35)
Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations (2005) (35)
Infinite variance stable moving averages with long memory (1996) (34)
Central limit theorems for double Poisson integrals (2008) (33)
Nonlinear Regression of Stable Random Variables (1991) (31)
Strengths and Limitations of the Wavelet Spectrum Method in the Analysis of Internet Traffic (2004) (31)
integral representation (2018) (31)
Central limit theorems for quadratic forms with time-domain conditions (1998) (31)
Toward a Convergence Theory for Continuous Stochastic Securities Market Models (1991) (30)
Limit theorems for bivariate Appell polynomials. Part I: Central limit theorems (1997) (30)
The Modelling of Ethernet Data and of Signals that are Heavy‐tailed with Infinite Variance * (2002) (30)
Stochastic Monotonicity and Slepian-Type Inequalities for Infinitely Divisible and Stable Random Vectors (1993) (30)
Self-Similarity and Lamperti Transformation for Random Fields (2007) (29)
Behavior of the generalized Rosenblatt process at extreme critical exponent values (2016) (28)
Power of change-point tests for long-range dependent data (2013) (27)
Benoît Mandelbrot and Fractional Brownian Motion (2013) (27)
Decomposition of self-similar stable mixed moving averages (2002) (27)
How to Estimate Spatial Contagion between Financial Markets (2005) (27)
Fractional Elliptic, Hyperbolic and Parabolic Random Fields (2011) (27)
Deconvolution of fractional brownian motion (2002) (26)
Small and Large Scale Behavior of the Poissonized Telecom Process (2004) (26)
Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation (2007) (25)
Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes (2011) (25)
Visualization and inference based on wavelet coefficients, SiZer and SiNos (2007) (25)
Stable Convergence of Multiple Wiener-Itô Integrals (2006) (24)
Almost sure central limit theorems on the Wiener space (2009) (24)
Wick-Itô Formula for Gaussian Processes (2006) (24)
A Characterization of the Asymptotic Behavior of Stationary Stable Processes (1991) (22)
Central and Non-central Limit Theorems in a Free Probability Setting (2011) (22)
Conditional moments and linear regression for stable random variables (1991) (22)
Stable stationary processes related to cyclic flows (2004) (22)
A Survey of Functional Laws of the Iterated Logarithm for Self-Similar Processes (1985) (22)
Linear models with long-range dependence and with finite or infinite variance (1993) (22)
The functional law of the iterated logarithm for the empirical process of some long-range dependent sequences (1988) (21)
Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence (1991) (21)
Limit theorems for multiple stochastic integrals (2008) (20)
Renewal reward processes with heavy-tailed (2000) (20)
Pathwise approximations of processes based on the fine structure of their filtrations (1988) (19)
Sojourn in an elliptical domain (1986) (19)
Th e Rosenblatt Process (2011) (19)
Wavelet Estimation for the Hurst Parameter in Stable Processes (2003) (19)
Central limit theorems for partial sums of bounded functionals of infinite-variance\\moving averages (2003) (19)
Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence (2015) (18)
Large sample behaviour of some well-known robust estimators under long-range dependence (2011) (18)
Symmetric polynomials of random variables attracted to an infinitely divisible law (1986) (18)
CONVERGENCE OF THE WEIERSTRASS-MANDELBROT PROCESS TO FRACTIONAL BROWNIAN MOTION (2000) (18)
AN EXTREME VALUE THEORY APPROACH TO THE ALLOCATION OF MULTIPLE ASSETS (2004) (17)
Generalized powers of strongly dependent random variables (1984) (17)
A Technique for Computing the PDFs and CDFs of Nonnegative Infinitely Divisible Random Variables (2010) (17)
Note on evaluations of R/S for fractional noises and geophysical records (1970) (17)
Is network tra?c self-similar of multifractal (1997) (17)
A unified approach to self-normalized block sampling (2015) (16)
Weak convergence of the empirical process of intermittent maps in 𝕃2 under long-range dependence (2013) (16)
(1/a)-self similar a-stable processes with stationary increments (1990) (16)
Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes (2016) (16)
Convergence of normalized quadratic forms (1999) (16)
Moments, cumulants and diagram formulae for non-linear functionals of random measures (2008) (16)
Scaling Properties of the Empirical Structure Function of Linear Fractional Stable Motion and Estimation of Its Parameters (2015) (16)
Lévy measures of infinitely divisible random vectors and Slepian inequalities (1994) (16)
How the instability of ranks under long memory affects large-sample inference (2016) (16)
Sample path properties of stochastic processes represented as multiple stable integrals (1991) (15)
The Trace Problem for Toeplitz Matrices and Operators and its Impact in Probability (2013) (15)
Convergence of weighted sums of random variables with long-range dependence ( (2000) (15)
Nonstationary self‐similar Gaussian processes as scaling limits of power‐law shot noise processes and generalizations of fractional Brownian motion (2019) (15)
Confidence intervals for the long memory parameter based on wavelets and resampling (2008) (15)
Stable convergence of generalized $L^2$ stochastic integrals and the principle of conditioning (2007) (15)
The unusual properties of aggregated superpositions of Ornstein–Uhlenbeck type processes (2017) (14)
Double Integration with Respect to Symmetric Stable Processes (1984) (14)
An M-estimator for the long-memory parameter (2017) (13)
Can One Use the Durbin–Levinson Algorithm to Generate Infinite Variance Fractional ARIMA Time Series? (2001) (13)
Dilated Fractional Stable Motions (2004) (13)
How do conditional moments of stable vectors depend on the spectral measure (1994) (13)
Stable Non-Gaussian Self-Similar Processes with Stationary Increments (2017) (13)
New classes of self-similar symmetric stable random fields (1994) (12)
On a Szegö type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms (2006) (12)
Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes (2017) (12)
Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem (2018) (12)
Necessary conditions for the existence of conditional moments of stable random variables (1995) (12)
Functional Non-Central and Central Limit Theorems for Bivariate Appell Polynomials (2001) (12)
Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory (2010) (12)
Multiple stable integrals of Banach-valued functions (1990) (11)
Convergence of long-memory discrete kth order Volterra processes (2014) (11)
Convergence to a Gaussian limit as the normalization exponent tends to (1991) (11)
Integration Questions Related to Fractional Brownian Motion Yz (2000) (10)
M-periodogram for the analysis of long-range-dependent time series (2018) (10)
Stable fractal sums of pulses: the cylindrical case (1995) (10)
Decoupling of Banach-valued multilinear forms in independent symmetric Banach-valued random variables (1987) (10)
On the validity of resampling methods under long memory (2015) (10)
Power Counting Theorem in Euclidean Space (1991) (10)
Limit theorems for bivariate Appell polynomials. Part II: Non-central limit theorems (1998) (9)
Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders (2014) (9)
Zero-One Laws for Multilinear Forms in Gaussian and Other Infinitely Divisible Random Variables (1993) (9)
Sufficient Conditions for the Existence of Conditional Moments of Stable Random Variables (1998) (9)
The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables☆ (1997) (9)
Discrete time parametric models with long memory and infinite variance (1999) (9)
Structure of the third moment of the generalized Rosenblatt distribution (2014) (9)
Hölder’s Inequality for Functions of Linearly Dependent Arguments (1989) (9)
Dyadic approximation of double integrals with respect to symmetric stable processes (1986) (8)
The Various Linear Fractional Lévy Motions (1989) (8)
Asymptotic dependence of moving average type self-similar stable random Fields (1993) (8)
High order chaotic limits of wavelet scalograms under long-range dependence (2012) (8)
Central Limit Theorems for arrays of decimated linear processes (2008) (8)
Multivariate limits of multilinear polynomial-form processes with long memory (2013) (8)
Numerical computation of non-linear stable regression functions (1991) (8)
Asymptotic Dependence of Stable Self-Similar Processes of Chentsov Type (1992) (8)
Robustness of the R / S Statistic for Fractional Stable Noises (2000) (8)
Impact of the Sampling Rate on the Estimation of the Parameters of Fractional Brownian Motion (2006) (8)
The impact of the diagonals of polynomial forms on limit theorems with long memory (2014) (7)
Wavelet based estimators for self-similar /spl alpha/-stable processes (2000) (7)
Functional Limit Theorems for Toeplitz Quadratic Functionals of Continuous time Gaussian Stationary Processes (2015) (7)
Norm, Point, and Distance Estimation Over Multiple Signals Using Max-Stable Distributions (2007) (7)
Asymptotic normality of quadratic forms of martingale differences (2017) (7)
Limit theorems for long-memory flows on Wiener chaos (2020) (7)
Asset allocation when guarding against catastrophic losses: a comparison between the structure variable and joint probability methods (2004) (7)
Semimartingale Modelling in Finance (2013) (7)
Some facts about Charlier polynomials (2011) (7)
Four moments theorems on Markov chaos (2018) (7)
Intermittency of trawl processes (2017) (7)
Lessons from "on the self-similar nature of ethernet traffic" (2019) (7)
Wick–Itô formula for regular processes and applications to the Black and Scholes formula (2008) (7)
Small and Large Scale Asymptotics of some Lévy Stochastic Integrals (2008) (7)
Path Properties of a Generalized Fractional Brownian Motion (2020) (6)
Regular multigraphs and their application to the Monte Carlo evaluation of moments of non-linear functions of Gaussian random variables (1982) (6)
Option Pricing in ARCH-type Models: with Detailed Proofs (1995) (6)
Berry–Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables (2012) (6)
Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences (2020) (6)
The asymptotic codifference and covariation of log-fractional stable noise (2014) (6)
The Multifaceted Behavior of Integrated supOU Processes: The Infinite Variance Case (2018) (5)
Construction of Multiple Stable Measures and Integrals Using Lepage Representation (1991) (5)
HOW COMPLETE RANDOM PERMUTATIONS AFFECT THE DEPENDENCE STRUCTURE OF STATIONARY SEQUENCES WITH LONG-RANGE DEPENDENCE (2006) (5)
Sensitivity of the Hermite rank (2019) (5)
Non-central limit theorems for random fields subordinated to gamma-correlated random fields (2015) (5)
DEPENDENCE STRUCTURE OF A RENEWAL-REWARD PROCESS WITH INFINITE VARIANCE (2001) (5)
A characterization of mixing processes of type G1 (1996) (5)
Stochastic processes and related topics : in memory of Stamatis Cambanis, 1943-1995 (1999) (5)
LIMIT THEOREMS FOR BIVARIATE APPELL POLYNOMIALSPart (2008) (5)
Testing diffusion processes for non-stationarity (2009) (4)
Preface [to special section on Rainfall Fields: Estimation, Analysis, and Prediction] (1987) (4)
Heavy-Tailed Probability Distributionsin the World Wide (1998) (4)
LARGE SAMPLE BEHAVIOR OF SOME WELL-KNOWN ROBUST ESTIMATORS UNDER LONG-RANGE DEPENDENCE (2010) (4)
Multi-self-similar Random Fields and Multivariate Lamperti Transformation (2005) (4)
Stable convergence of generalized stochastic integrals and the principle of conditioning: L 2 theory (2006) (4)
Identification of periodic and cyclic fractional stable motions (2004) (4)
Can continuous-time stationary stable processes have discrete linear representations? (2003) (4)
Maximum penalized quasi-likelihood estimation of the diffusion function (2010) (4)
Stable Processes and Related Topics: A Selection of Papers from the Mathematical Sciences Institute Workshop, January 9–13, 1990 (1991) (4)
Probability Laws with 1-Stable Marginals are 1-Stable (1991) (4)
Reproducing Kernel Hilbert Space for Some Non-Gaussian Processes (1985) (4)
Basics of Long-Range Dependence and Self-Similarity (2017) (3)
Long-Range Dependence and the Rank of Decompositions (2013) (3)
Limit Theorems for Sums of Heavy-tailed Variables with Random Dependent Weights (2007) (3)
Intermittency and infinite variance: the case of integrated supOU processes (2019) (3)
Combinatorial expressions of cumulants and moments (2011) (3)
Semimartingale properties of a generalized fractional Brownian motion and its mixtures with applications in finance (2020) (3)
THE LONG-RANGE DEPENDENCE OF LINEAR LOG-FRACTIONAL STABLE MOTION (2011) (3)
Hermite ranks and $$U$$U-statistics (2014) (3)
Canonical correlation between blocks of long-memory time series and consistency of subsampling (2015) (2)
Short-range dependent processes subordinated to the Gaussian may not be strong mixing (2015) (2)
Distribution Functions of Poisson Random Integrals: Analysis and Computation (2010) (2)
Continuous functions whose level sets are orthogonal to all polynomials of a given degree (1992) (2)
Robust Regression on Stationary Time Series: A Self‐Normalized Resampling Approach (2018) (2)
The Universality of Homogeneous Polynomial Forms and Critical Limits (2015) (2)
Existence of joint moments of stable random variables (1990) (2)
How the instability of ranks in non-central limit theorems affects large-sample inference under long memory (2016) (2)
Max-stable sketches: estimation of Lp-norms, dominance norms and point queries for non-negative signals (2010) (2)
Stable self-similar and locally self-similar random processes: stochastic properties, parameter estimation, and simulation (2005) (2)
APPLYING BUCKET RANDOM PERMUTATIONS TO STATIONARY SEQUENCES WITH LONG-RANGE DEPENDENCE (2007) (2)
A multiple stochastic integral criterion for almost sure limit theorems (2009) (2)
Non-stationary self-similar Gaussian processes as scaling limits of power law shot noise processes and generalizations of fractional Brownian motion (2019) (2)
Wiener-Itô integrals and Wiener chaos (2011) (1)
Maximum Likelihood Estimation Methods (2017) (1)
Maximum Likelihood Type Estimator for the Self-Similarity Parameter (1984) (1)
Limit theorems for maxima of heavy-tailed terms with random dependent weights (2007) (1)
Intermittency and multiscaling in limit theorems (2021) (1)
Long-range dependence of the two-dimensional Ising model at critical temperature (2015) (1)
An Essay and Review of the Book: Self Similar Processes. Paul Embrechts and Makoto Maejima, Princeton University Press, 2003 (2004) (1)
Does asymptotic linearity of the regression extend to stable domains of attraction (1994) (1)
Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (2022) (1)
The Weierstrass-Mandelbrot Process Provides a Series Approximation to the Harmonizable Fractional Stable Motion (2000) (1)
A Geometric Approach to Constructing Martingale Measures: The Finite Case (1984) (1)
Berry-Esseen and Edgeworth approximations for the tail of an infinite sum of weighted gamma random variables (2010) (1)
STABLE NON-GAUSS / AN RANDOM PROCESSES (2008) (1)
Estimation pitfalls when the noise is not i.i.d. (2018) (1)
A Class of Pulse Processes (1994) (1)
The lattice of partitions of a finite set (2011) (1)
A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter (2019) (1)
Some properties of the Hermite rank (2017) (1)
N ov 2 01 6 Submitted to the Annals of Statistics ON THE VALIDITY OF RESAMPLING METHODS UNDER LONG MEMORY By (2016) (0)
Stable random processes and stochastic integrals (2017) (0)
Limit theorems on the Gaussian Wiener chaos (2011) (0)
Von Mises statistics for strongly dependent random variables (1987) (0)
Other Notes and Topics (2017) (0)
PR ] 2 5 A pr 2 00 6 Stable convergence of multiple Wiener-Itô integrals (2006) (0)
Minimality, Rigidity, and Flows (2017) (0)
Fractional Calculus and Integration of Deterministic Functions with Respect to FBM (2017) (0)
Long-range dependence and the ranks of decompositions (2013) (0)
Boundedness, continuity and oscillations (2017) (0)
Basics of Malliavin Calculus (2017) (0)
Detection and Classification of Signals and Noise with Long Memory. (1996) (0)
Introduction to sample path properties (2017) (0)
LARGE SCALE REDUCTION PRINCIPLE AND APPLICATION TO HYPOTHESIS TESTING (2014) (0)
Central and Non-central Limit Theorems in a Free Probability Setting (2012) (0)
Chentsov random fields (2017) (0)
Central limit theorems for double Poisson (2008) (0)
Measurability, integrability and absolute continuity (2017) (0)
Stein's method and normal approximation of Poisson fun tionals (2008) (0)
Asymptotic normality of quadratic forms of martingale differences (2016) (0)
Complex stable stochastic integrals and harmonizable processes (2017) (0)
MULTIVARIATE PARTIAL DIFFERENTIAL EQUATION DESCRIBING THE EVOLUTION OF A GAUSSIAN PROCESS (2009) (0)
From Gaussian measures to isonormal Gaussian processes (2011) (0)
CLTs in the Poisson case: the case of double integrals (2011) (0)
Non-Central and Central Limit Theorems (2017) (0)
Erratum : “Pathwise approximations of process based on the fine structure of their filtrations” (1989) (0)
Stochastic Processes and Related Topics (1998) (0)
Hermite rank, power rank and the generalized Weierstrass transform (2016) (0)
Dependence Structures of Multivariate Stable Distributions (2017) (0)
Semimartingale properties of a generalized fractional Brownian motion and its mixtures with applications in asset pricing (2020) (0)
Stochastic Integration with Respect to Fractional Brownian Motion (2017) (0)
Non-linear regression (2017) (0)
Hermitian random measures and spectral representations (2011) (0)
PR ] 1 3 A pr 2 02 1 Growth and intermittency of supOU processes (2021) (0)
Conference on Stochastic Processes and Their Applications (12th) held at Ithaca, New York on 11-15 Jul 83, (1983) (0)
Asymptotic properties of U-processes under long-range depen- dence and applications (2011) (0)
Convergence in Distribution and in Probability (2005) (0)
A Survey on Limit Theorems for Toeplitz Type Quadratic Functionals of Stationary Processes and Applications (2021) (0)
Sensivity of the Hermite rank (2017) (0)
Physical Models for Long-Range Dependence and Self-Similarity (2017) (0)
Multivariate stable distributions (2017) (0)
Historical notes and extensions (2017) (0)
Random Blockinprocesses Blockinand Blockintime Blockinseries Blockinconference: Blockintheory Blockinand Blockinapplications (2016) (0)
A Brief Overview of Time Series and Stochastic Processes (2017) (0)
Navigating Scaling: Modelling and Analysing (2005) (0)
Estimation pitfalls when the noise is not i.i.d. (2018) (0)
Mixed Moving Averages and Self-Similarity (2017) (0)
Recent developments involving self-similar processes (1980) (0)
Stable random variables on the real line (2017) (0)
The Universality of Homogeneous Polynomial Forms and Critical Limits (2015) (0)
Multivariate limit theorems involving short-range and long-range dependence (2014) (0)
Auxiliary Notions and Results (2017) (0)
Distribution Functions of Poisson Random Integrals: Analysis and Computation (2010) (0)
Integrals with Respect to Random Measures (2017) (0)
Weak convergence to the tangent process of the linear multifractional stable motion (2005) (0)
Scaling Properties of the Empirical Structure Function of Linear Fractional Stable Motion and Estimation of Its Parameters (2014) (0)
Ja n 20 08 ESTIMATORS OF LONG-MEMORY : FOURIER VERSUS WAVELETS (2008) (0)
Self-Similarity beyond Gaussian processes: Hermite processes and more (2014) (0)
Diagrams and multigraphs (2011) (0)
Path Properties of a Generalized Fractional Brownian Motion (2021) (0)
Statistical Methodologies for Non-Gaussian Noisy Environments (1990) (0)
Boundedness and continuity via metric entropy (2017) (0)
Series Representations of Fractional Brownian Motion (2017) (0)

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