The following pages link to Murad S. Taqqu (Q180836):
Displaying 50 items.
- Decomposition of self-similar stable mixed moving averages (Q1849290) (← links)
- Estimation of the self-similarity parameter in linear fractional stable motion. (Q1853368) (← links)
- The structure of self-similar stable mixed moving averages (Q1872279) (← links)
- Rate optimality of wavelet series approximations of fractional Brownian motion (Q1879326) (← links)
- Convergence of weighted sums of random variables with long-range dependence. (Q1879488) (← links)
- Stable stationary processes related to cyclic flows. (Q1879819) (← links)
- Necessary conditions for the existence of conditional moments of stable random variables (Q1890698) (← links)
- Lévy measures of infinitely divisible random vectors and Slepian inequalities (Q1904488) (← links)
- Stable fractal sums of pulses: The cylindrical case (Q1904966) (← links)
- A characterization of mixing processes of type G (Q1908202) (← links)
- Fractional ARIMA with stable innovations (Q1909951) (← links)
- Infinite variance stable moving averages with long memory (Q1922360) (← links)
- Renewal reward processes with heavy-tailed inter-renewal times and heavy-tailed rewards (Q1975189) (← links)
- Convergence of long-memory discrete \(k\)th order Volterra processes (Q2018569) (← links)
- Intermittency and infinite variance: the case of integrated supou processes (Q2042808) (← links)
- Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications (Q2073272) (← links)
- Path properties of a generalized fractional Brownian motion (Q2116490) (← links)
- The multifaceted behavior of integrated supOU processes: the infinite variance case (Q2209303) (← links)
- Large scale reduction principle and application to hypothesis testing (Q2259532) (← links)
- Distribution functions of Poisson random integrals: analysis and computation (Q2276425) (← links)
- Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes (Q2280023) (← links)
- Limit theorems for long-memory flows on Wiener chaos (Q2295041) (← links)
- Estimation pitfalls when the noise is not i.i.d. (Q2329837) (← links)
- Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters (Q2355678) (← links)
- Stochastic monotonicity and Slepian-type inequalities for infinitely divisible and stable random vectors (Q2365740) (← links)
- Power of change-point tests for long-range dependent data (Q2396343) (← links)
- Non-central limit theorems for random fields subordinated to gamma-correlated random fields (Q2405163) (← links)
- An \(M\)-estimator for the long-memory parameter (Q2407067) (← links)
- Behavior of the generalized Rosenblatt process at extreme critical exponent values (Q2412672) (← links)
- The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes (Q2419668) (← links)
- Four moments theorems on Markov chaos (Q2421819) (← links)
- Generalized Hermite processes, discrete chaos and limit theorems (Q2436796) (← links)
- Multivariate limits of multilinear polynomial-form processes with long memory (Q2438491) (← links)
- Hermite ranks and \(U\)-statistics (Q2441321) (← links)
- The asymptotic codifference and covariation of log-fractional stable noise (Q2451783) (← links)
- Integral representations of periodic and cyclic fractional stable motions (Q2461965) (← links)
- Stable convergence of generalized \(L^{2}\) stochastic integrals and the principle of conditioning (Q2461976) (← links)
- Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes (Q2463680) (← links)
- Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation (Q2469667) (← links)
- How rich is the class of multifractional Brownian motions? (Q2490056) (← links)
- Multifractional processes with random exponent (Q2574026) (← links)
- Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
- \((1/\alpha)\)-self similar \(\alpha\)-stable processes with stationary increments (Q2640996) (← links)
- Limit theorems for sums of heavy-tailed variables with random dependent weights (Q2642484) (← links)
- Convergence of the Weierstrass-Mandelbrot process to fractional Brownian motion (Q2709706) (← links)
- Can one use the Durbin-Levinson algorithm to generate infinite variance fractional ARIMA time series? (Q2740038) (← links)
- The long-range dependence of linear log-fractional stable motion (Q2787469) (← links)
- Maximum penalized quasi-likelihood estimation of the diffusion function (Q2866380) (← links)
- High order chaotic limits of wavelet scalograms under long-range dependence (Q2871436) (← links)
- HOW COMPLETE RANDOM PERMUTATIONS AFFECT THE DEPENDENCE STRUCTURE OF STATIONARY SEQUENCES WITH LONG-RANGE DEPENDENCE (Q2937142) (← links)
