MURAD S. TAQQU

PREPRINTS

ARTICLES ACCEPTED FOR PUBLICATION

1. ``Semi-additive functionals and cocycles in the context of self-similarity'' (with Vladas Pipiras). Preprint 2004. To appear in Discussiones Mathematicae: Probability and Statistics.
   [Authors: P,T]

2. ``Estimators of Long-Memory: Fourier versus Wavelets'' (with Gilles Fäy, Eric Moulines and François Roueff). Peter Robinson Festschrift. Preprint 2008. To appear in the Annals of Econometrics.
   [Authors: F,M,R,T]

3. ``Stein's method and normal approximation of Poisson functionals'' (with Giovanni Peccati, Josep Lluís Solé, Frederic Utzet). Preprint 2008. To appear in The Annals of Probability.
   [Authors: P,S,T,U]

4. "Multivariate partial differential equations describing the evolution of a Gaussian process'' (with Mark Veillette). Preprint 2008. To appear in Stochastics and Dynamics}.
   [Authors: V,T]

5. "Numerical computation of first-passage times of increasing Lévy processes'' (with Mark Veillette). Preprint 2008. To appear in Methodology and Computing in Applied Probability.
   [Authors: V,T]