The following pages link to Murad S. Taqqu (Q180836):
Displaying 50 items.
- Long-Range Dependence and the Rank of Decompositions (Q2949972) (← links)
- Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence (Q2968186) (← links)
- (Q3034616) (← links)
- Asymptotic normality of wavelet estimators of the memory parameter for linear processes (Q3077662) (← links)
- Semi-additive functionals and cocycles in the context of self-similarity (Q3099281) (← links)
- ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (Q3129975) (← links)
- (Q3139489) (← links)
- A survey of functional laws of the iterated logarithm for self-similar processes (Q3217357) (← links)
- (Q3353881) (← links)
- (Q3353894) (← links)
- MULTIVARIATE PARTIAL DIFFERENTIAL EQUATION DESCRIBING THE EVOLUTION OF A GAUSSIAN PROCESS (Q3405581) (← links)
- Impact of the Sampling Rate on the Estimation of the Parameters of Fractional Brownian Motion (Q3411051) (← links)
- On a Szegö type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms (Q3416894) (← links)
- Long-range dependence of the two-dimensional Ising model at critical temperature (Q3462455) (← links)
- (Q3502469) (← links)
- On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter (Q3505314) (← links)
- CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT (Q3510243) (← links)
- (Q3537739) (← links)
- Wick–Itô formula for regular processes and applications to the Black and Scholes formula (Q3541205) (← links)
- (Q3597139) (← links)
- (Q3623890) (← links)
- APPLYING BUCKET RANDOM PERMUTATIONS TO STATIONARY SEQUENCES WITH LONG-RANGE DEPENDENCE (Q3649578) (← links)
- (Q3667770) (← links)
- (Q3675242) (← links)
- (Q3729765) (← links)
- (Q3736663) (← links)
- (Q3738326) (← links)
- (Q3788934) (← links)
- (Q3790429) (← links)
- (Q3833466) (← links)
- Is Network Traffic Self-Similar or Multifractal? (Q3841427) (← links)
- Infinite variance self-similar processes subordinate to a poisson measure (Q3949758) (← links)
- (Q3963835) (← links)
- Construction of multiple stable measures and integrals using Lepage representation (Q3972784) (← links)
- Numerical computation of non-linear stable regression functions (Q3972785) (← links)
- Power counting theorem in Euclidean space (Q3976818) (← links)
- Weak convergence to fractional brownian motion and to the rosenblatt process (Q4057868) (← links)
- Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence (Q4130727) (← links)
- Convergence of integrated processes of arbitrary Hermite rank (Q4181029) (← links)
- Option Pricing in ARCH-type Models (Q4213030) (← links)
- (Q4218901) (← links)
- Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator (Q4221689) (← links)
- (Q4247096) (← links)
- (Q4247097) (← links)
- (Q4247104) (← links)
- INFINITE VARIANCE STABLE ARMA PROCESSES (Q4299019) (← links)
- (Q4301585) (← links)
- Toward A Convergence Theory For Continuous Stochastic Securities Market Models<sup>1</sup> (Q4345879) (← links)
- Robustness of whittle-type estimators for time series with long-range dependence (Q4371853) (← links)
- (Q4407596) (← links)
