The following pages link to Murad S. Taqqu (Q180836):
Displaying 48 items.
- (Q4407604) (← links)
- (Q4407614) (← links)
- (Q4407622) (← links)
- (Q4407623) (← links)
- (Q4407624) (← links)
- The Modelling of Ethernet Data and of Signals that are Heavy‐tailed with Infinite Variance<sup>*</sup> (Q4416178) (← links)
- <i>M</i>-periodogram for the analysis of long-range-dependent time series (Q4567925) (← links)
- Asset allocation when guarding against catastrophic losses: a comparison between the structure variable and joint probability methods (Q4610272) (← links)
- Robust Regression on Stationary Time Series: A Self‐Normalized Resampling Approach (Q4640228) (← links)
- ON THE AUTOMATIC SELECTION OF THE ONSET OF SCALING (Q4658011) (← links)
- AN EXTREME VALUE THEORY APPROACH TO THE ALLOCATION OF MULTIPLE ASSETS (Q4658677) (← links)
- Stochastic properties of the linear multifractional stable motion (Q4664084) (← links)
- (Q4694367) (← links)
- Hölder’s Inequality for Functions of Linearly Dependent Arguments (Q4710789) (← links)
- (Q4722933) (← links)
- The analysis of finite security markets using martingales (Q4727935) (← links)
- DEPENDENCE STRUCTURE OF A RENEWAL-REWARD PROCESS WITH INFINITE VARIANCE (Q4810247) (← links)
- (Q4844362) (← links)
- (Q4894817) (← links)
- Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data (Q4911971) (← links)
- (Q4945270) (← links)
- Stable Non-Gaussian Self-Similar Processes with Stationary Increments (Q4976871) (← links)
- Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes (Q4979097) (← links)
- (Q4981683) (← links)
- Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences (Q5012856) (← links)
- INTERMITTENCY AND MULTISCALING IN LIMIT THEOREMS (Q5046646) (← links)
- Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes (Q5174343) (← links)
- (Q5203419) (← links)
- Weak convergence of the empirical process of intermittent maps in 𝕃<sup>2</sup> under long-range dependence (Q5251125) (← links)
- Long-Range Dependence and Self-Similarity (Q5277859) (← links)
- Estimating Heavy-Tail Exponents Through Max Self–Similarity (Q5281042) (← links)
- Asymptotic dependence of moving average type self-similar stable random Fields (Q5288121) (← links)
- A Technique for Computing the PDFs and CDFs of Nonnegative Infinitely Divisible Random Variables (Q5391093) (← links)
- Large sample behaviour of some well-known robust estimators under long-range dependence (Q5402580) (← links)
- MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG‐RANGE DEPENDENCE (Q5408115) (← links)
- (Q5412129) (← links)
- Self-Similarity and Lamperti Transformation for Random Fields (Q5421582) (← links)
- Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations (Q5467602) (← links)
- Deconvolution of fractional brownian motion (Q5467632) (← links)
- Wick-Itô Formula for Gaussian Processes (Q5478918) (← links)
- PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION (Q5497011) (← links)
- SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM (Q5719311) (← links)
- Robustness of the \(R/S\) statistic for fractional stable noises (Q5933669) (← links)
- Functional non-central and central limit theorems for bivariate Appell polynomials (Q5939308) (← links)
- Bachelier and his times: a conversation with Bernard Bru (Q5942931) (← links)
- Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes (Q5965369) (← links)
- (Q6098807) (← links)
- Non-Markovian diffusion equations and processes: analysis and simulations (Q6207702) (← links)
