MURAD S. TAQQU

ARTICLES

- ``Note on evaluation of R/S for fractional noises and geophysical
records,''
*Water Resources Research*,**6**(1970), 349-350. - ``Weak convergence to fractional Brownian motion and to the
Rosenblatt process.''
*Z. Wahrscheinlichkeitstheorie verw.**Geb.***31**(1975) 287-302.

[MR Ref: 53 4164], [AMS Subj. Class.: 60B10]. - ``Smooth variation and the functional law of the iterated
logarithm'' (1976). School of Operations Research & Industrial
Engineering Technical Report No. 293, Cornell University.
Appears as an appendix in
*Z. Wahrscheinlichkeitstheorie**verw. Geb.***40**(1977) 203-238. - ``Law of the iterated logarithm for sums of non-linear functions
of Gaussian variables that exhibit a long range dependence.''
*Z. Wahrscheinlichkeitstheorie verw. Geb.*,**40**(1977) 203-238.

[MR Ref: 57 10786], [AMS Subj. Class.: 60F15 (82.60)]. - ``A representation for self-similar processes.''
*Stochastic**Processes and their Applications*,**7**(1978) 55-64.

[MR Ref: 81c:60050], [AMS Subj. Class.: 60G15 (60K35 82A05 86A05)]. - ``Convergence of integrated processes of arbitrary Hermite rank''.
*Z. Wahrscheinlichkeitstheorie verw. Geb.*,**50**(1979) 53-83.

[MR Ref: 81i:60020], [AMS Subj. Class.: 60F05 (60G15 60K35)]. - ``Robust R/S analysis of long-run serial correlation''
(with Benoit B. Mandelbrot). Proceedings of the 42nd Session of
the International Statistical Institute, Manila (1979).
*Bulletin of the I.S.I.*, Vol.**48**, Book 2, pp. 69-104. [Authors: M,T]. [MR Ref: 84k:62139], [AMS Subj. Class.: 62M99 (60K99)]. - ``Self-similar processes and related ultraviolet and infrared
catastrophes.'' In
*Random Fields: Rigorous Results in**Statistical Mechanics and Quantum Field Theory*. Colloquia Mathematica Societatis János Bolyai, Vol.**27**, Book 2, pp. 1057-1096 (1981). North Holland: Amsterdam.

- ``Regular multigraphs and their applications to the
Monte Carlo evaluation of moments of non-linear functions of
Gaussian processes'' (with Jeffrey Goldberg).
*Stochastic Processes and their Applications*,**13**(1982) 121-138. [Authors: T, G].

[MR Ref: 84a:60063], [AMS Subj. Class.: 60G99 (65C10)]. - ``Infinite variance self-similar processes subordinate to a
Poisson measure'' (with Robert Wolpert).
*Z. Wahrscheinlichkeitstheorie verw. Geb.*,**62**(1983) 53-72. [Authors: T, W].

[MR Ref: 85b:60056], [AMS Subj. Class.: 60G60 (60H05 60K35)]. - ``Invariance principle for symmetric statistics''
(with Avi Mandelbaum).
*The Annals of Statistics*,**12**(1984) 483-496.

[Authors: M, T]. [MR Ref: 85h:60049], [AMS Subj. Class.: 60F17 (62E20)].``Double integration with respect to stable processes'' (with Terry McConnell). School of Operations Research and Industrial Engineering Technical Report No. 618, Cornell University (1984).

[Authors: M, T].``A geometric approach to constructing martingale measures: the discrete case'' (with Walter Willinger). School of Operations Research and Industrial Engineering Technical Report No. 635, Cornell University (1984).

[Authors: T, W]. - ``Orthogonal processes.''
*Encyclopedia of Statistical Sciences*, ed. S. Kotz and N. Johnson, Vol.**6**, pp. 536-537 (1985), Wiley: New York. - ``Generalized powers of strongly dependent random
variables''
(with Florin Avram). School of Operations
Research and
Industrial Engineering Technical Report No. 643, Cornell
University.
*Seminar Notes on Multiple Stochastic Integration,**Polynomial Chaos and their Applications*, No. 85-34. Math. and Stat. Case Western Reserve: Cleveland (1985).

[Authors: A, T]. - ``Reproducing Kernel Hilbert space for some non-Gaussian
processes'' (with Claudia Czado). In:
*Probability in Banach**Spaces V.*Refereed proceedings of the International Conference held in Medford, USA, July 16-27, 1984. A. Beck et al. editors, Lecture Notes in Mathematics, Vol. 1153 (1985), 128-140, Springer Verlag, N.Y.

[Authors: T, C]. [MR Ref: 87f:60056], [AMS Subj. Class.: 60G12 (60F15 60G15)]. - ``Survey of functional laws of the iterated
logarithm for
self-similar processes'' (with Claudia Czado).
*Stochastic**Models*,**1**(1985) 77-115.

[Authors: T, C]. [MR Ref: 86m:60091], [AMS Subj. Class.: 60F17 (60G99)]. - ``Non-central limit theorems for quadratic forms in random
variables having long-range dependence'' (with Robert Fox).
*Annals of Probability*,**13**(1985) 428-446.

[Authors: F, T]. [MR Ref: 86i:60066], [AMS Subj. Class.: 60F05 (60B10 60G10)]. - ``Sojourn in an elliptical domain.''
*Stochastic Processes and**their Applications*,**21**(1986) 319-326.

[MR Ref: 87i:60046], [AMS Subj. Class.: 60G15 (60F17)]. - ``Symmetric polynomials of random variables attracted to an
infinitely divisible law'' (with Florin Avram).
*Probability Theory and Related Fields*,**71**(1986) 491-500.

[Authors: A, T]. [MR Ref: 87h:60047], [AMS Subj. Class.: 60F05 (60H05)]. - ``Large sample properties of parameter estimates for strongly
dependent stationary time series'' (with Robert Fox). Previous
title: ``Maximum likelihood type estimator for the
self-similarity parameter in Gaussian sequences.''
*The Annals of Statistics*,**14**(1986) 517-532.

[Authors: F, T]. [MR Ref: 87k:62149], [AMS Subj. Class.: 62M10 (60F99 62F12)].``Different scaling for finite variance i.i.d. arrays'' (with Florin Avram) (1986). [Authors: A, T].

- ``Approximations of double integrals with respect to
symmetric stable processes'' (with Terry R. McConnell).
*Stochastic Processes and their Applications*,**22**(1986) 323-331.

[Authors: M, T]. [MR Ref: 88c:60107], [AMS Subj. Class.: 60H05 (60B11 60J30)]. - ``Decoupling inequalities for multilinear forms in independent
symmetric random variables'' (with Terry McConnell).
*Annals of Probability*,**14**(1986) 943-954.

[Authors: M, T]. [MR Ref: 87k:60053], [AMS Subj. Class.: 60E15]. - ``Using renewal processes to generate long-range dependence and
high variability'' (with Joshua Levy). In
*Dependence in Probability and Statistics*, E. Eberlein and M.S. Taqqu, eds., (1986) 73-89. Birkhäuser: Boston.

[Authors: T, L]. [MR Ref: 88m:60068], [AMS Subj. Class.: 60F05 (60G50 60K10)]. - ``A bibliographical guide to self-similar processes and long-range
dependence''. In
*Dependence in Probability and Statistics*, E. Eberlein and M.S. Taqqu, eds., (1986) 137-162. Birkhäuser: Boston. [MR Ref: 88g:60091], [AMS Subj. Class.: 60Gxx (60-00 82-01)]. - ``Weak convergence of moving averages with
infinite
variance'' (with Florin Avram). In
*Dependence in Probability and Statistics*, E. Eberlein and M.S. Taqqu, eds., (1986) 399-415. Birkhäuser: Boston.

[MR Ref: 93b:60067], [AMS Subj. Class.: 60F17 (62J05)]. - ``Random processes with long-range dependence
and high variability.''
*Journal of Geophysical Research*,**92**, D8 (1987) 9683-9696.

- ``Limit theorems for quadratic forms in random
variables
having long-range dependence'' (with Robert Fox).
*Probability Theory and Related Fields*,**74**(1987) 213-240.

[Authors: F, T]. [MR Ref: 88h:60046], [AMS Subj. Class.: 60F05 (60G10 60G15)]. - ``Multiple stochastic integrals with dependent integrators''
(with Robert Fox).
*Journal of Multivariate Analysis***21**(1987) 105-127. [Authors: F, T]. [MR Ref: 88h:60045], [AMS Subj. Class.: 60F05 (33A65 60G15 60H05)]. - ``Noncentral limit theorems and Appell polynomials''
(with Florin Avram).
*The Annals of Probability*,**15**(1987) 767-775.

[Authors: A, T]. [MR Ref: 88i:60058], [AMS Subj. Class.: 60F17 (33A65)]. Abstract. - ``The analysis of finite security markets using martingales''
(with Walter Willinger).
*Advances in Applied Probability***19**(1987) 1-25.

[Authors: T, W]. [MR Ref: 88c:90032], [AMS Subj. Class.: 90A14 (60G42 90A09 90A19)]. - ``Renewal processes having stable inter-renewal intervals
and stable rewards'' (with Joshua Levy).
*Les Annales des**Sciences Mathématiques du Québec***11**(1987) 95-110.

[Authors: L, T]. [MR Ref: 88j:60049], [AMS Subj. Class.: 60F05 (60E07 60K05)]. Abstract. - ``Decoupling of Banach-valued multilinear forms in independent
symmetric Banach-valued random variables'' (with Terry R.
McConnell).
*Probability Theory and Related Fields***75**(1987) 499-507.

[Authors: M, T]. [MR Ref: 89e:60011], [AMS Subj. Class.: 60B11]. - ``Weak stationarity'' (1988). In
*Encyclopedia of Statistical**Sciences*, S. Kotz and N. Johnson, eds. Vol.**9**, p.540. Wiley: New York. - ``On the efficiency of the sample mean in long memory noise''
(with Alex Samarov).
*Journal of Time Series**Analysis***9**(1988) 191-200. P[Authors: S, T]. [MR Ref: 89i:62155], [AMS Subj. Class.: 62M10 (62M15)]. Abstract. - ``Toeplitz matrices and estimation of time series with
long-range
dependence.''
*Proceedings of the First World Congress*of the*Bernoulli Society*, Tashkent (USSR), 1986, Yu. Prohorov and V.V. Sazonov, eds., Vol**1**(1987) 75-83. VNU Science Press. BV: Utrecht, the Netherlands. [MR Ref: 092 337], [AMS Subj. Class.: 62M09]. Abstract. - ``The limit behavior of empirical processes and symmetric statistics
for stationary processes'' (with Herold Dehling). Proceedings
of the 46th Session of the International Statistical Institute,
Tokyo, Japan, 8-16 September 1987.
*Bulletin of the International**Statistical Institute*,**52**(1987), Book 4, 217-234. [Authors: D, T]. [MR Ref: 90k:60057], [AMS Subj. Class.: 60F17 (60F05 60F15)]. Abstract. - ``Pathwise approximations of processes based on the fine structure
of their filtrations'' (with Walter Willinger).
*Séminaire de Probabilités XXII*, J. Azéma, P.A. Meyer and M. Yor, eds. Lecture Notes in Mathematics (1988), pp. 542-599. Springer Verlag: New York.

[Authors: W, T]. [MR Ref: 90m:60044], [AMS Subj. Class.: 60G05 (60G07)]. - ``Self-similar processes'' (1988). In
*Encyclopedia of**Statistical Sciences*, S. Kotz and N. Johnson, eds., Vol. 8, p. 352-357, Wiley: New York. - ``Hölder's inequality for functions of linearly dependent
arguments'' (with Florin Avram).
*SIAM Journal of Mathematical Analysis*,**20**(1989) 1484-1489.

[Authors: A, T]. [MR Ref: 90k:26034], [AMS Subj. Class.: 26D15]. Abstract. - ``Probability bounds for M-Skorohod oscillations'' (with
Florin Avram).
*Stochastic Processes and their Applications*,**33**(1989) 63-72.

[Authors: A, T]. Abstract. - ``The functional law of the iterated logarithm for the empirical
process
of some long-range dependent sequences'' (with Herold Dehling).
*Statistics and Probability Letters*,**7**(1989) 81-85. [Authors: D, T]. [MR Ref: 90k:60055], [AMS Subj. Class.: 60F15 (62G30)]. Abstract. - ``The empirical process of some long-range dependent sequences with
an application to U-statistics'' (with Herold Dehling).
*The Annals of Statistics*,**17**(1989) 1767-1783.

[Authors: D, T]. [MR Ref: 91c:60025], [AMS Subj. Class.: 60F05]. Abstract. - ``The various linear fractional Lévy motions'' (with Gennady
Samorodnitsky). In:
*Probability, Statistics and Mathematics:**Papers in Honor of**Samuel Karlin*, T.W. Anderson, K.B. Athreya and D.L. Iglehart, editors. (1989), 261-270. Boston: Academic Press.

[Authors: S, T]. [MR Ref: 91k:60060], [AMS Subj. Class.: 60G99 (60H05)]. Abstract. - ``Pathwise stochastic integration and applications to the theory of
continuous trading'' (with Walter Willinger).
*Stochastic Processes**and their Applications*,**32**(1989) 253-280.

[Authors: W, T]. [MR Ref: 91d:60127], [AMS Subj. Class.: 60H05 (90A09)]. - ``Quadratic forms with long-range dependence'' (with Norma Terrin).
In:
*Probability Theory and Mathematical Statistics. Proceedings**of the Fifth Vilnius Conference June 25-July 1, 1989*. B. Grigelionis, Y. U. Prohorov, V.V. Sazonov and V. Statulevicius, eds. Vol.**2**pp. 466-473, VSP BV Press: Utrecht, the Netherlands, 1990.

[Authors: Te, T]. [MR Ref: 93a:60034], [AMS Subj. Class.: ^0F05]. Abstract. - ``A noncentral limit theorem for quadratic forms of Gaussian
stationary sequences'' (with Norma Terrin).
*Journal of Theoretical Probability*,**3**(1990) 449-475.

[Authors: Te, T]. [MR Ref: 91j:60049], [AMS Subj. Class.: 60F05 (60F17 60G15)]. Abstract. - ``Multiple stable integrals of Banach-valued functions''
(with Gennady Samorodnitsky).
*Journal of Theoretical**Probability*,**3**(1990) 267-287.

[Authors: S, T]. [MR Ref: 91d:60017], [AMS Subj. Class.: 60B99 (46G10 60E07 60H05)]. Abstract. - ``
*(1/alpha)*-self similar*alpha*-stable processes with stationary increments'' (with Gennady Samor- odnitsky).*Journal of Multivariate Analysis*,**35**(1990), 308-313.

[Authors: S, T]. [MR Ref: 92a:60045], [AMS Subj. Class.: 60E07 (60G99)]. Abstract. - ``Existence of joint moments of stable random variables''
(with Gennady Samorodnitsky).
*Statistics and Probability Letters*,**10**(1990) 167-172.

[Authors: S, T]. [MR Ref: 92d:60021], [AMS Subj. Class.: 60E07 (62H05)]. Abstract. - ``Probability laws with 1-stable marginals are 1-stable'' (with
Gennady Samorodnitsky).
*The Annals of Probability*,**19**(1991) 1777-1780.

[Authors: S, T]. [MR Ref: 92i:60029], [AMS Subj. Class.: 60E07]. Abstract. - ``Conditional moments and linear regression for stable
random variables'' (with Gennady
Samorodnitsky).
*Stochastic Processes and their Applications*,**39**(1991) 183-199.

[Authors: S, T]. [MR Ref: 93b:60033], [AMS Subj. Class.: 60E07 (62J05)]. Abstract. -
``Non linear regression of stable random
variables'' (with
Clyde D. Hardin Jr. and Gennady Samorodnitsky).
*The Annals of Applied Probability*,**1**(1991) 582-612.

[Authors: H, S, T]. [MR Ref: 92j:60014], [AMS Subj. Class.: 60E07 (62E10 62J05)]. Abstract. -
``Numerical computation of non-linear stable regression functions''
(with Clyde D. Hardin Jr. and Gennady Samorodnitsky).
In:
*Stable Processes and Related Topics*, S. Cambanis, G. Samorodnitsky and M.S. Taqqu, eds., pp. 143-180. Birkhäuser, Boston (1991).

[Authors: H, S, T]. [MR Ref: 92f:60022], [AMS Subj. Class.: 60E07 (60-04 62J02 65U05)]. Abstract. - ``Power counting theorem on
*R^n*'' (with Norma Terrin). In:*Random Walks, Brownian Motion and Interacting Particle**Systems*'', R. Durrett ad H. Kesten, editors. pp. 425-440, Birkhäuser, Boston (1991).

[Authors: Te, T]. Abstract. - ``Convergence in distribution of sums of bivariate Appell
polynomials with long-range dependence'' (with Norma Terrin).
*Probability Theory and Related Fields*,**90**(1991) 57-81.

[Authors: Te, T]. [MR Ref: 92k:60088], [AMS Subj. Class.: 60G18 (60F05 60G10)]. Abstract. - ``Convergence to a Gaussian limit as the normalization exponent
tends to 1/2'' (with Norma Terrin).
*Statistics and Probability Letters*,**11**(1991) 419-427.

[Authors: Te, T]. [MR Ref: 93d:60036], [AMS Subj. Class.: 60F05]. Abstract. - ``The asymptotic dependence structure of the linear fractional
Lévy motion'' (with A. Astrauskas and Joshua B. Levy).
*Lietuvos Matematikos Rinkinys**(Lithuanian Mathematical Journal)*,**31**(1991) 1-28.

[Authors: A, L, T]. [MR Ref: 93f:60049], [AMS Subj. Class.: 60G18 (60E07)]. Abstract. - ``A characterization of the asymptotic behavior of stationary
stable processes'' (with Joshua B. Levy).
In:
*Stable Processes and Related Topics*, S. Cambanis, G. Samorodnitsky and M.S. Taqqu, eds., pp. 181-198, Birkhäuser, Boston (1991).

[Authors: L, T]. [MR Ref: 92j:60015], [AMS Subj. Class.: 60E07 (60G10)]. Abstract. - ``Construction of multiple stable measures and integrals using
LePage
Representation'' (with Gennady Samorodnitsky).
In:
*Stable Processes and Related Topics*, S. Cambanis, G. Samorodnitsky and M.S. Taqqu, eds., pp. 121-141, Birkhäuser, Boston (1991).

[Authors: S, T]. [MR Ref: 93a:60084], [AMS Subj. Class.: 60H05 (28B05 60B99 60E07)]. Abstract. - ``Sample path properties of stochastic processes represented as
multiple stable integrals'' (with Jan Rosinski and Gennady
Samorodnitsky).
*Journal of Multivariate Analysis*,**37**(1991) 115-134.

[Authors: R, S, T]. [MR Ref: 92h:60062], [AMS Subj. Class.: 60G17 (60E07 60H05)]. Abstract. - ``Bivariate symmetric statistics of long-range dependent
observations'' (with Herold Dehling).
*Journal of Statistical Planning and Inference*,**28**(1991), 153-165.

[Authors: D, T]. [MR Ref: 92i:61202], [AMS Subj. Class.: 62G30 (60F17 62F12)]. Abstract. - ``Toward a convergence theory for continuous stochastic
securities
market models'' (with Walter Willinger).
*Mathematical Finance*,**1**(1991) 55-99.

[Authors: W, T]. [MR Ref: 92c:90026], [AMS Subj. Class.: 90A09]. - `` The Bernoulli Society Twentieth Conference on Stochastic
Processes and their Applications.''
*European Science Notes**Information Bulletin*,**92-02**(1992) 56-58. - ``Linear models with long-range dependence and finite or
infinite variance'' (with Gennady Samorodnitsky) In:
*New Directions in Time Series Analysis, Part II*, David Brillinger, Peter Caines, John Geweke, Emanuel Parzen, Murray Rosenblatt and Murad S. Taqqu, editors.*IMA Volumes in Mathematics and its Applications*, Vol.46 (1992), 325-340. Springer-Verlag: New York.

[Authors: S, T]. [MR Ref: 1 235 614], [AMS Subj. Class.: 62M10 (60E07 60G10 60G15)]. Abstract. - ``Continuous functions whose level sets are orthogonal to all
polynomials of a given degree'' (with Herold Dehling).
*Acta Mathematica Hungarica*,**60**(1992) 267-274.

[Authors: D, T]. [MR Ref: 94i:42028], [AMS Subj. Class.: 42C05]. Abstract. - ``Weak convergence of sums of moving averages in the
*alpha*-stable domain of attraction'' (with Florin Avram).*The Annals of Probability*,**20**(1992), 483-503. [Authors: A, T]. Abstract. - ``Asymptotic dependence of stable
self-similar
processes of Chentsov type'' (with Piotr
Kokoszka).
In:
*Probability in Banach Spaces, 8*, R.M. Dudley, M.G. Hahn, J. Kuelbs, eds., pp. 152-165. Birkhäuser, Boston (1992).

[Authors: K, T]. [MR Ref: 94m:60085], [AMS Subj. Class.: 60G18 (60E07 60G60)]. Abstract. - ``Asymptotic dependence of moving average type self-similar
stable random fields'' (with Piotr Kokoszka).
*Nagoya Mathematical Journal*,**130**(1993) 85-100.

[Authors: K, T]. [MR Ref: 94h:60059], [AMS Subj. Class.: 60G18]. Abstract. - ``Stochastic monotonicity and Slepian-type inequalities for infinitely
divisible and stable random vectors'' (with Gennady Samorodnitsky).
*The Annals of Probability*,**21**(1993), 143-160.

[Authors: S, T]. [MR Ref: 94d:60029], [AMS Subj. Class.: 60E07 (60E15)]. Abstract. - ``Zero-one laws for multilinear forms in Gaussian and other
infinitely divisible random variables'' (with Jan Rosinski and
Gennady Samorodnitsky).
*The Journal of Multivariate**Analysis*,**46**(1993) 61-82.

[Authors: R, S, T]. [MR Ref: 94k:60055], [AMS Subj. Class.: 60F20 (60G17)]. Abstract. - ``Statistical analysis of high-time resolution Ethernet LAN
traffic measurements'' (with Will E. Leland, Walter Willinger
and Daniel V. Wilson). In: Statistical Applications
of Expanding Computer Capabilities. Proceedings of
the
25th Symposium on the Interface between Statistics and
Computer Science. M.E. Tarter and M.D. Lock, editors.
*Computing Science and Statistics*,**25**(1993), 146-155.

[Authors: L, T, Will, Wils]. - ``On the self-similar nature of Ethernet traffic''
(with Will E. Leland,
Walter Willinger and Daniel V. Wilson).
*ACM/SIGCOMM'93*.*Computer Communication Review*,**23**(1993), 183-193.Reprinted in

*Trends in Networking -- Internet*, the conference book of the Spring 1995 Conference of the National Unix User Group of the Netherlands (NLUUG).Also reprinted in

*Computer Communication Review*,**25**, Nb. 1 (1995), 202-212, a special anniversary issue devoted to ``Highlights from 25 years of the Computer Communications Review''.

[Authors: L, T, Will, Wils]. - ``On the self-similar nature of Ethernet traffic (Extended
Version)'' (with Will E. Leland,
Walter Willinger and Daniel V. Wilson).
*IEEE/ACM Transactions in Networking*,**2**(1994), 1-15. Extended version of the preceding publication.**This paper received the 1995 William J. Bennett Award from the IEEE Communications Society and also the 1996 W. R. G. Baker Prize Award from the IEEE.**

[Authors: L, T, Will, Wils]. - ``Statistical analysis and stochastic modeling of self-similar data
traffic''
(with Will E.
Leland,
Walter Willinger and Daniel V. Wilson).
In:
*The Fundamental Role of Teletraffic in the Evolution**of Telecommunications Networks*. Proceedings of the 14th International Teletraffic Congress (ITC '94). J. Labetoulle and J.W. Roberts, editors. Vol. 1a, (1994) pp. 319-328. Elsevier Science B.V.: Amsterdam.

[Authors: L, Will, T, Wils]. - ``On traffic measurements that defy traffic models (and vice versa):
self-similar traffic modeling for high-speed networks''
(with Walter Willinger, Daniel V. Wilson and Will E. Leland).
*ConneXions*,**8**, Nb. 11 (1994), 14-24.

[Authors: Will, Wils, L, T]. - ``Lévy measures of infinitely divisible random vectors and
Slepian inequality'' (with Gennady Samorodnitsky).
*The Annals of Probability*,**22**(1994), 1930-1956.

[Authors: S, T]. [MR Ref: 1 331 211], [AMS Subj. Class.: 60E07 (60J45)]. Abstract. - ``Infinite variance stable ARMA processes'' (with Piotr
Kokoszka).
*Journal of Time Series Analysis*,**15**(1994), 203-220.

[Authors: K,T]. [MR Ref: 95a:62069], [AMS Subj. Class.: 62M10 (60G10)]. Abstract. - ``New classes of self-similar symmetric stable
random fields''
(with Piotr Kokoszka).
*Journal of Theoretical Probability*,**7**(1994), 527-549.

[Authors: K, T]. [MR Ref: 95i:60033], [AMS Subj. Class.: 60G18 (60E07)]. Abstract. - ``Does asymptotic linearity of the regression extend to stable
domains
of attraction?'' (with Renata Cioczek-Georges).
*Journal of Multivariate Analysis*, (1994) 70-86.

[Authors: C, T]. [MR Ref: 95d:60028]. Abstract.``On strong solutions, semimartingale Birgit operators, and filtrations in Girsanov's theorem'' (with Jan Kallsen). Preprint 1994.

[Authors: K,T].``Option pricing in ARCH-type models: with detailed proofs'' (with Jan Kallsen). Technical Report Nr. 10, March 1995. Freiburger Zentrum fuer Dateanlyse und Modellbildung, Albert-Ludwigs-Universitaet, Freiburg im Breslau, Germany.

[Authors: K,T]. - ``How do conditional moments of stable vectors depend on
the spectral measure?'' (with Renata Cioczek-Georges).
*Stochastic Processes and their Application*,**54**(1994), 95-111.

[Authors: C, T]. [MR Ref: 95j:60028], [AMS Subj. Class.: 60E05 (60E07)]. Abstract. - ``Necessary conditions for the existence of conditional moments of
stable random variables''
(with Renata Cioczek-Georges).
*Stochastic Processes and their Applications*,**56**(1995), 233-246.

[Authors: C, T].[MR Ref: 1 325 221], [AMS Subj. Class.: 60Exx]. Abstract. - ``Form of the conditional variance for stable random variables''
(with Renata Cioczek-Georges).
*Statistica Sinica*,**5**(1995), 351-361.

[Authors: C, T]. [MR Ref: 1 329 303], [AMS Subj. Class.: 60Exx]. Abstract. - ``Long-range dependence in
variable-bit-rate video traffic''
(with Jan Beran, Robert Sherman and Walter Willinger).
*IEEE Transactions on Communications*,**43**(1995), 1566-1579.

[Authors: B, S, T, W]. - ``Self-similarity in high-speed packet traffic: analysis and modeling
of ethernet traffic measurements'' (with Will E. Leland, Walter Willinger
and Daniel V. Wilson).
*Statistical Science*,**10**(1995), 67-85.

[Authors: Will, T, L, Wils]. - ``Self-similarity through high variability: statistical analysis of
Ethernet LAN traffic at the source level'' (with Walter Willinger,
Robert Sherman and Daniel V. Wilson).
*ACM/SIGCOMM'95*.*Computer Communication Review*,**25**(1995), 100-113.

[Authors: Will, T, S, Wils]. Abstract. - ``Stable fractal sums of pulses: the cylindrical case''
(with Renata Cioczek-Georges, Benoit
B. Mandelbrot and Gennady Samorodnitsky).
*Bernoulli*,**1**(1995), 201-216.

[Authors: C, M, S, T]. Abstract. - ``Estimators for long-range dependence: an empirical study''
(with Vadim Teverovsky and Walter Willinger).
*Fractals*,**3**, #4 (1995), 785-798.

[Authors: T, Te, W]. Abstract.Reprinted in

*Fractal Geometry and Analysis*, C.J.G. Evertsz, H-O Peitgen and R.F. Voss, editors. 1996, World Scientific Publishing Co., Singapore, ISBN: 981-02-2434-6 - ``A characterization of mixing processes of type G''
(with Piotr Kokoszka).
*The Journal of Theoretical Probability*,**9**#1 (1996), 3-17.

[Authors: K, T]. Abstract. - ``Fractional ARIMA with stable innovations'' (with Piotr Kokoszka).
*Stochastic Processes and their Applications*,**60**(1995), 19-47.

[Authors: K, T]. Abstract. - ``Infinite variance stable moving averages with long memory''
(with Piotr Kokoszka).
*Journal of Econometrics*,**73**(1996), 79-99.

[Authors: K, T]. Abstract. - ``Semi-parametric graphical estimation techniques for long-memory data''
(with Vadim Teverovsky).
*Athens Conference on Applied Probability and Time Series Analysis. Volume II: Time Series Analysis in Memory of E. J. Hannan.*Lecture Notes in Statistics, Vol.**115**(1996) 420-432, Springer Verlag.

[Authors: T, Te]. - ``A Bibliographical Guide to Self-Similar Traffic and Performance
Modeling for Modern High-Speed Networks'' (with Walter Willinger
and Ashok Erramilli). In
*Stochastic Networks: Theory and Applications*, F. P. Kelly, S. Zachary and I. Ziedins editors, Clarendon Press (Oxford University Press), Oxford, pages 339-366, 1996.

[Authors: W,T,E]. - ``Parameter estimation for infinite variance fractional ARIMA''
(with Piotr Kokoszka).
*The Annals of Statistics*,**24**(1996), 1880-1913.

[Authors: K,T]. - ``Some long-run properties of rainfall records in Italy''
(with Alberto Montanari and Renzo Rosso).
Preprint 1996. To appear in the
*Journal of Geophysical Research - Atmospheres*,**101**(D23) (1996) 431-438.

[Authors: M,R,T] - ``Self-similarity through high-variability: statistical analysis of
Ethernet LAN traffic at the source level''
(with Walter Willinger,
Robert Sherman and Daniel V. Wilson).
*IEEE/ACM Transactions on Networking*,**5**(1) (1997) 71-96.

[Authors: Will,T,S,Wils]Extended version of the paper with the same title that appeared in 1995 in

*Computer Communication Review*. - ``Proof of a fundamental result in self-similar traffic modeling''
(with Walter Willinger and Robert Sherman).
*Computer Communication Review*,**27**(1997) 5-23.

[Authors: T,W,S] - ``The asymptotic behavior of quadratic forms in heavy-tailed strongly
dependent random variables)'' (with Piotr Kokoszka).
*Stochastic Processes and Their Applications*,**66**(1997) 21-40.

[Authors: K,T] - ``Limit theorems for bivariate Appell polynomials.
Part I: Central limit theorems.'' (with Liudas
Giraitis).
*Probability Theory and Related Fields*.**107**(1997) 359-381.

[Authors: G,T] - ``Testing for long-range dependence in the presence of shifting means
or a slowly declining trend, using a variance-type estimator''
(with Vadim Teverovsky).
*Journal of Time Series Analysis*.**18**(1997) 279-304.

[Authors: Te,T] - ``Fractionally differenced ARIMA models applied to hydrologic time series: identification, estimation and simulation''
(with Alberto Montanari and Renzo Rosso).
*Water Resources Research*.**33**(1997) 1035-1044.

[Authors: M,R,T] - ``Is network traffic self-similar or multifractal?''
(with Vadim Teverovsky and Walter Willinger).
*Fractals*.**5**(1997) 63-73.

[Authors: Ta,Te,W] - ``Robustness of Whittle-type estimators for time series with
long-range dependence'' (with Vadim Teverovsky).
*Stochastic Models*.**13**(1997) 723-757.

[Authors: Ta,Te] - ``Option pricing in ARCH-type models'' (with Jan Kallsen).
*Mathematical Finance*.**8**(1998) 13-26.

[Authors: K,T] - ``Limit theorems for bivariate Appell polynomials. Part II: Non-central limit theorems.'' (with Liudas Giraitis and
Norma Terrin).
*Probability Theory and Related Fields*.**110**(1998) 333-367.

[Authors: G,Ta,Te] - ``Central limit theorems for quadratic forms with time domain
conditions'' (with Liudas Giraitis).
*The Annals of Probability*.**26**(1998) 337-398.

[Authors: G,T] - ``Sufficient conditions for the existence of conditional moments of
stable random variables''
(with Renata Cioczek-Georges).
In:
*Stochastic Processes and Related Topics: In memory of Stamatis Cambanis 1943-1995.*Ioannis Karatzas, Balram S. Rajput, Murad S. Taqqu, editors. Trends in Mathematics Series. ISBN 3-7643-3998-5. Birkhäuser, Boston (1998), pages 35-67.

[Authors: C,T] - ``Heavy-tailed probability distributions in the World Wide Web''
(with Mark E. Crovella and Azer Bestravos).
In:
A Practical Guide to Heavy Tails: Statistical Techniques and
Applications. Robert J. Adler, Raisa E. Feldman and Murad S.
Taqqu, editors. Birkhäuser, Boston (1998),
pages 3-25.

[Authors: C,T,B] - ``Self-similarity and heavy tails:
structural modeling of network traffic''
(with Walter Willinger and Vern Paxson).
In:
A Practical Guide to Heavy Tails: Statistical Techniques and
Applications. Robert J. Adler, Raisa E. Feldman and Murad S.
Taqqu, editors. Birkhäuser, Boston (1998),
pages 27-53.

[Authors: W,P,T] - ``On estimating long-range dependence
in finite and infinite variance series'' (with Vadim Teverovsky).
In:
A Practical Guide to Heavy Tails: Statistical Techniques and
Applications. Robert J. Adler, Raisa E. Feldman and Murad S.
Taqqu, editors. Birkhäuser, Boston (1998),
pages 177-217.

[Authors: Ta,Te] - ``Convergence in distribution and in probability''.
*Encyclopedia of Biostatistics*, Peter Armitage and Theodore Colton, editors, John Wiley & Sons, New York, Vol. 1 (1998), pages 932-933.``An open and shut case''. Murad S. Taqqu.

*Bostonia*, Winter '98-'99 (1999) 10-11.

- ``Convergence of normalized
quadratic forms.''
(with Liudas Giraitis).
*Journal of Statistical Planning and Inference*.**80**(1999) 15-35.

[Authors: G,T] - ``A critical look at Lo's
modified R/S statistic.''
(with Vadim Teverovsky and Walter Willinger).
*Journal of Statistical Planning and Inference*.**80**(1999) 211-227.

[Authors: Te,Ta,W] - ``Stock price return indices and long-range dependence''
(with Vadim Teverovsky and Walter Willinger).
*Finance and Stochastics*.**3**(1999) 1-13.

[Authors: W,Ta,Te] - ``Whittle estimator for non-Gaussian long-memory time
series'' (with Liudas Giraitis).
*The Annals of Statistics*.**27**(1999) 178-203.

[Authors: G,T] - ``Estimating the heavy tail index from scaling
properties'' (with Mark E. Crovella).
*Methodology and Computing in Applied Probability*.**1**(1999) 55-79.

[Authors: C,T] - ``Discrete time parametic models with long memory and infinite
variance'' (with Piotr Kokoszka).
*Mathematical and Computer Modelling*.**29**(1999) 203-215.

[Authors: K,T] - ``Estimating long-range dependence in the presence of periodicity: an
empirical study'' (with Alberto Montanari and Vadim Teverovsky).
*Mathematical and Computer Modelling*.**29**(1999) 217-228.

[Authors: M,Ta,Te] - ``Estimation ondelette, des paramètres de stabilité
et d'autosimilarité des processus
alpha-stables autosimilaires'' (with Patrice Abry and B.
Pesquet-Popescu).
*Proceedings of the 17th GRETSI Symposium on Signal and Image Processing*, Vannes (Sept 13-17, 1999). Organized by IRCYN-IRISA-ERNST Bretagne. Vol. 4, (1999), 933-936.

[Authors: A,P,T] - ``Wavelets, generalized white noise and fractional integration:
the synthesis of fractional Brownian motion'' (with Yves Meyer and
Fabrice Sellan).
*The Journal of Fourier Analysis and Applications*.**5**(1999) 466-494.

[Authors: M,S,T] - ``Long memory in Economics: discussion and comments''
*Journal de la Société Française de Statistique*.**140**(1999) 91-96. - ``Convergence of the Weierstrass-Mandelbrot process to
Fractional Brownian Motion'' (with Vladas Pipiras).
*Fractals*.**8**(2000) 369-384.

[Authors: P,T] - ``The Weierstrass-Mandelbrot process provides a series
approximation to the Harmonizable Fractional Stable Motion''
(with Vladas Pipiras). In:
*Fractal Geometry and Stochastics II*. Christoph Bandt, Siegfried Graf and Martina Zähle, editors. Birkhäuser, Basel. Series:*Progress in Probability}*. (1999) 161-179.

[Authors: P,T] - ``Convergence of weighted sums of random variables
with long-range dependence'' (with Vladas Pipiras).
*Stochastic Processes and their Applications*.**90**(2000) 157-174.

[Authors: P,T] - ``Renewal reward processes with heavy-tailed interrenewal times
and heavy-tailed rewards'' (with Joshua B. Levy).
*Bernoulli*.**6**(2000) 23-44.

[Authors: L,T] - ``The limit of a renewal-reward process with heavy-tailed
rewards is not a linear fractional stable motion''
(with Vladas Pipiras).
*Bernoulli*.**6**(2000) 607-614.

[Authors: P,T] - ``A seasonal fractionally differenced ARIMA model: an application
to the Nile River monthly flows at Aswan''
(with Alberto Montanari and Renzo Rosso).
*Water Resources Research*}.**36**(2000) 1249-1259.

[Authors: M,R,T] - ``Wavelets for the analysis, estimation and synthesis of scaling
data''
(with Patrice Abry, Patrick Flandrin and Darryl Veitch).
In the monograph
*Self-Similar Network Traffic and Performance Evaluation*edited by Kihong Park and Walter Willinger. Wiley, New York (2000), pages 39-88.

[Authors: A,F,T,V] - ``Integration questions related to fractional Brownian motion''
(with Vladas Pipiras).
*Probability Theory and their Applications*.**118**(2000) 251-291.

[Authors: P,T] - ``Robustness of the R/S statistic for fractional stable noises''
(with Florin Avram).
*Statistical Inference for Stochastic Processes*.**3**(2000) 69-83.

[Authors: A,T] - ``Meaningful MRA initialisation for discrete time series''
(with P. Abry and D. Veitch).
*Signal Processing*.**80**(2000) 1971-1983.**This article received the 2002 EURASIP Best Paper Award from the European Association for Signal Processing.**

[Authors: V,T,A] - ``Dependence structure of a renewal-reward process
with infinite variance''
(with Joshua B. Levy).
*Fractals*.**9**(2001) 185-192.

[Authors: L,T] - ``Functional non-central and central limit theorems for
bivariate Appell polynomials'' (with Liudas Giraitis).
*Journal of Theoretical Probability*.**14**(2001) 393-426.

[Authors: G,T] - ``Can one use the Durbin-Levinson algorithm to generate
infinite variance fractional ARIMA time series ?''
(with Piotr Kokoszka).
*Journal of Time Series Analysis*.**22**(2001) 317-337.

[Authors: K,T] - ``Are classes of deterministic integrands for fractional
Brownian motion on an interval complete? (with Vladas Pipiras).
postscript
format
*Bernoulli*.**7**(2001) 873-897.

[Authors: P,T] - ``Bachelier and his Times: A Conversation with Bernard Bru''.
*Finance and Stochastics*.**5**(2001) 3-32.-- ps file -- pdf file

``Bachelier and his times: A conversation with Bernard Bru'', in

*Mathematical Finance - Bachelier Congress 2000*, H. Geman and D. Madan and S. R. Pliska and T. Vorst, editors, Springer-Verlag, New York (2002) 1-39. [Expanded version of the paper with the same title which appeared in ``Finance and Stochastics'',**5**(2001) 3-32.]`` Bachelier et son époque: une conversation avec Bernard Bru''.

*Journal de la Société Francaise de Statistique*.**142**(2001) 3-40. [ The English version appears in*Finance and Stochastics*.**5**(2001) 3-32. It also appears in*Mathematical Finance - Bachelier Congress 2000*, H. Geman and D. Madan and S. R. Pliska and T. Vorst, editors, Springer-Verlag, New York (2002) 1-39.]`` Bachelier et son époque: une conversation avec Bernard Bru'' in

*Louis Bachelier, Aux origines de la finance mathématique*, J-M. Courtault and Y. Kabanov, editors, Presses Universitaires Franc-Comtoises, diffusé par CiD, 131 boulevard Saint-Michel, 75005 Paris, France (2002), 87-110. [This is a shorter version of the article published in the*Journal de la Société Francaise de Statistique*.**142**(2001) 3-40.] - ``Deconvolution of fractional Brownian motion''
(with Vladas Pipiras). postscript
format.
*Journal of Time Series Analysis*.**23**(2002) 487-501.

[Authors: P,T] - ``The modeling of Ethernet data and of signals that are heavy-tailed
with infinite variance''.
postscript
format.
*Scandinavian Journal of Statistics*.**29**(2002) 273-295. - ``Decomposition of self-similar stable mixed moving averages''
acrobat format;
postscript format
(with Vladas Pipiras).
*Probability Theory and Related Fields*.**123**(2002) 412-452. Abstract and link to published version.

[Authors: P,T] - `The structure of self-similar stable mixed moving averages''
acrobat format;
postscript format
(with Vladas Pipiras).
*The Annals of Probability*.**30**(2002) 898-932.

[Authors: P,T] - ``Estimation of the self-similarity parameter in linear fractional
stable motion'' (with Stilian Stoev and Vladas Pipiras).
*Signal Processing*,**82**(2002) 1873-1901.

[Authors: S,P,T] - ``Fractional Brownian motion and long-range dependence''
Appears in the monograph
*Theory and Applications of Long-range Dependence*, P. Doukhan, G. Oppenheim and M. S. Taqqu editors. See new book on long-range dependence (2003). - ``Long-range dependence and data network traffic''
(with
Walter Willinger, Vern Paxson and Rudolf. H. Riedi). Appears in the monograph
*Theory and Applications of Long-range Dependence*, P. Doukhan, G. Oppenheim and M. S. Taqqu editors. See new book on long-range dependence (2003).

[Authors: W,P,R,T] - ``Fractional calculus and its connections to fractional Brownian
motion'' (with Vladas Pipiras). Appears in the monograph
*Theory and Applications of Long-range Dependence*, P. Doukhan, G. Oppenheim and M. S. Taqqu editors. See new book on long-range dependence (2003).

[Authors: P,T] - ``Self-similarity and long-range dependence through the wavelet lens''
(with Patrice Abry, Patrick Flandrin and Darryl
Veitch). Appears in the monograph
*Theory and Applications of Long-range Dependence*, P. Doukhan, G. Oppenheim and M. S. Taqqu editors. See new book on long-range dependence (2003).

[Authors: A,F,V,T] - ``Generators of long-range dependent processes: A survey''
(with Jean-Marc Bardet, Gabriel Lang, Georges
Oppenheim and Anne Philippe). Appears in the monograph
*Theory and Applications of Long-range Dependence*, P. Doukhan, G. Oppenheim and M. S. Taqqu editors. See new book on long-range dependence. (2003).

[Authors: B,L,O,P,,T] - ``Semi-parametric estimation of the long-range dependence parameter :
A survey''
(with Jean-Marc Bardet, Gabriel Lang, Georges
Oppenheim, Anne Philippe and Stilian Stoev).
Appears in the monograph
*Theory and Applications of Long-range Dependence*, P. Doukhan, G. Oppenheim and M. S. Taqqu editors. See new book on long-range dependence (2003). postscript format

[Authors: B,L,O,P,S,T] - ``Financial Risk and Heavy Tails''
acrobat format;
postscript format
(with Brendan Bradley). In
*Handbook of Heavy-Tailed Distributions in Finance*, Svetlozar T. Rachev, editor, Elsevire, Amsterdam 2003, pages 35-103.

[Authors: B,T] - ``Wavelet estimation of the Hurst parameter in stable processes''
(with Stilian Stoev). In:
*Processes with Long Range Correlations: Theory and Applications*, Govindan Rangarajan and Mingzhou Ding editors, Springer Verlag, Berlin, 2003, pages 61-87. Lecture Notes in Physics No. 621.

[Authors: S,T] - ''Can continuous-time stationary stable processes
have discrete linear representations?''
(with Vladas Pipiras and Patrice Abry)
*Statistics and Probability Letters*.**64**(2003) 147-157.

[Authors: P,T,A] -
``Central limit theorems for partial sums of bounded
functionals of infinite-variance moving averages''
(with Vladas Pipiras)
*Bernoulli*.**9**, Nb. 5, (2003) 833-855.

[Authors: P,T,] -
``On the automatic selection of the onset of scaling''
(with Darryl
Veitch and Patrice Abry).
*Fractals*.**11**, Nb. 4, (2003) 377-390.

[Authors: V,A,T] -
``Rate optimality of wavelet series approximations of
fractional Brownian motion''
(with Antoine Ayache).
*The Journal of Fourier Analysis and Applications*.}**9**, Nb. 5, (2003) 451-471.

[Authors: A,T] - ``Slow, fast and arbitrary growth conditions for renewal reward
processes when the renewals and the rewards are heavy-tailed'' (with
Vladas Pipiras and Joshua B. Levy).
*Bernoulli*.**10**, Nb. 1, (2004) 121-163.

[Authors: P,T,L] - "An Essay and Review of the Book:'Self Similar Processes". Paul
Embrechts and Makoto Maejima, Princeton University Press, 2003''
*Journal of Statistical Physics*.**114**, Nb. 314, (2004) 1171-1177.

[Author: T] - ``Dilated fractional stable motions'' (with
Vladas Pipiras). Preprint 2001.
*Journal of Theoretical Probability*.**17**, Nb. 1, (2004) 51-84.

[Authors: P,T] - ''Simulation methods for linear fractional stable motion and FARIMA
using the Fast Fourier Transform''
(with Stilian Stoev)
*Fractals*.**12**, Nb. 1, (2004) 95-121. postscript format

[Authors: S,T] - ``An extreme value theory approach to the allocation of multiple assets''
(with Brendan O. Bradley).
*International Journal of Theoretical and Applied Finance*.**4**, Nb. 8, (2004) 1031-1068.

[Authors: B,T] - ``Asset allocation when guarding against catastrophic losses:
univariate versus multivariate approaches''
(with Brendan O. Bradley).
*Quantitative Finance*.**7**, Nb. 6, (2004) 619-636.

[Authors: B,T] -
``Small and large scale behavior of the Poissonized Telecom Process'
(with Serge Cohen). Preprint 2003.
*Methodology and Computing in Applied Probability*.**6**, (2004) 369-379.

[Authors: C,T] -
``Stable stationary processes related to cyclic flows''
(with Vladas Pipiras).
*The Annals of Probability*.**23**, Nb. 3A, (2004) 2222-2260.

[Authors: P,T] - ``Stochastic properties of the linear multifractional stable motion''
(with Stilian Stoev).
*Advances in Applied Probability*,**36**, Nb. 4, (2004) 1085-1115.

[Authors: S,T] -
``
Framework for analyzing spatial contagion between financial markets"
(with Brendan O. Bradley).
*Finance Letters*.**2**, Nb.6, (2004) 8-16.

[Authors: B,T] -
``
How to estimate spatial contagion between financial markets"
(with Brendan O. Bradley).
*Finance Letters*.**3**, Nb.1, (2005) 64-76.

[Authors: B,T] -
``
Empirical evidence on spatial contagion
between financial markets''
(with Brendan O. Bradley).
*Finance Letters*.**3**, Nb.1, (2005) 77-86.

[Authors: B,T] - ``Path properties of the linear multifractional stable motion'' (with
Stilian Stoev).
*Fractals*.**13**, (2005) 157-178.

[Authors: S,T] . - ``Asymptotic self-similarity and wavelet estimation for long-range
dependent FARIMA time series with stable innovations'' (with
Stilian Stoev).
*Journal of Time Series Analysis*.**26**, Nb.2, (2005) 211-249.

[Authors: S,T] -
"On the wavelet
spectrum diagnostic for Hurst parameter estimation in the analysis of
Internet traffic" (with
Stilian Stoev, Cheolwoo Park and J. S. Marron).
*Computer Networks***48**, (2005) 423-445.

[Authors:S,T,P,M] - ``Weak convergence to the tangent process of the linear multifractional
stable motion'' (with Stilian Stoev). Preprint 2004.
*PLISKA - Studia Mathematica Bulgarica*. Vol.**15**(2005) 271-294.

[Authors: S,T] - ``Multifractional processes with random exponent'' (with Antoine
Ayache).
*Publicacions Matemàtiques*(Secció de Matemàtiques de la Universitat Autònoma de Barcelona). Vol.**49**(2005) 459-486.

[Authors: A,T] - ``Impact of the sampling rate on the estimation
of the parameters of fractional Brownian motion'' (with
Zhengyuan Zhu).
*Journal of Time Series Analysis*. Vol.**27**Nb. 3 (2005) 367-380.

[Authors: Z,T] - ``Fractional Ornstein-Uhlenbeck Lévy processes and the Telecom
process: upstairs and downstairs'' (with Robert Wolpert).
*Signal Processing*. Vol.**85**(2005) 1523-1545.

[Authors: W,T] - ``Extremal stochastic integrals: a parallel between max-stable
processes and alpha-stable processes''
(with Stilian Stoev).
*Extremes*. Vol.**8**(2005) 237-266.

[Authors: S,T] - ``How rich is the class of multifractional Brownian motions''
(with Stilian Stoev).
*Stochastic Processes and their Application*. Vol.**116**No.2 (2006) 200-221.

[Authors: S,T] - ``LASS: a tool for the local analysis of self-similarity'' (with
Stilian Stoev, Cheolwoo Park, George Michailidis,
J. S. Marron).
*Computational Statistics and Data Analysis*. Vol.**50**(2006) 2447-2471.

[Authors: S,T,P,Mi,Ma] -
``On a Szegö type limit theorem and the
asymptotic theory of random sums, integrals
and quadratic forms"
(with Florin Avram).
*Lecture Notes in Statistics*series, title*Dependence in Probability and Statistics*. Patrice Bertail, Paul Doukhan and Philippe Soulier, editors. Volume 187, pages 259-286, 2006, Springer-Verlag, New York.

[Authors: A,T] - "Wick-Itô formula for Gaussian processes'' (with David Nualart).
*Stochastic Analysis and Applications*. Vol.**24**, No. 3 (2006) 599-614.

[Authors: N,T] - "How complete random permutations affect the dependence structure of
stationary sequences with long-range dependence''
(with Yingchun Zhou).
*Fractals*. Vol.**14**, No. 3 (2006) 205-222.

[Authors: Z,T] -
"On the spectral density
of the wavelet coefficients of long memory time series with application
to the log-regression estimation of the memory parameter''
(with Eric Moulines and François Roueff).
*Journal of Time Series Analysis*. Vol.**28**, No. 2 (2006) 155-187.

[Authors: M,R,T] -
"Integral representations of periodic and cyclic fractional stable motions''
(with Vladas Pipiras).
*Electronic Journal of Probability*. Vol.**12**, (2007) 181--206.

[Authors: P,T] -
"Limit theorems for sums of heavy-tailed variables with
random dependent weights''
(with Stilian Stoev).
*Methodology and Computing in Applied Probability*. Vol.**9**, (2007) 55-87.

[Authors: S,T] -
"Norm, point, and distance estimation over multiple signals using
max-stable distributions'' (with Stilian A. Stoev, Marios
Hadjieleftheriou, George Kollios).
*Proceedings of ICDE 2007*(23rd IEEE ICDE International Conference on Data Engineering, Istambul, April 17-20, 2007), pages 1006-1015.

[Authors: S,H,K,T] -
"Applying bucket random permutations to stationary sequences
with long-range dependence''
(with Yingchun Zhou).
*Fractals*. Vol.**15**, No.2 (2007) 105-126.

[Authors: Z,T] -
"Wavelet construction of generalized multifractional processes''
(with Antoine Ayache and Stephane Jaffard).
*Revista Matematica Iberoamericana*. Vol.**23**, No.1 (2007) 327-370.

[Authors: A,J,T] -
"`Stable convergence of generalized L^2 stochastic integrals and
the principle of conditioning''
(with Giovanni Peccati).
*Electronic Journal of Probability*. Vol.**12**(2007) 447-480.

[Authors: P,T] -
"Self-similarity and Lamperti transformation for random fields"
(with Marc G. Genton and Olivier Perrin).
*Stochastic Models*. Vol.**23**(2007), 397-411.

[Authors: G,P,T} -
"Central limit theorem for the log-regression wavelet estimation of the
memory parameter in the {G}aussian semi-parametric context''
(with Eric Moulines and François Roueff).
*Fractals*Vol.**15**, No4 (2007) 301-313.

[Authors: M,R,T] -
"Limit theorems for maxima of heavy--tailed terms with
random dependent weights''
(with Stilian Stoev).
*PLISKA - Studia Mathematica Bulgarica*Vol.**18**, (2007), 361-378.

[Authors: S,T] -
"Bounds for the covariance of functions of infinite
variance stable random variables with applications to
central limit theorems and wavelet-based estimation''
(with Vladas Pipiras and Patrice Abry).
*Bernoulli*. Vol.**13**No.4 (2007) 1091-1123.

[Authors: P,T,A] -
"Visualization and inference based on wavelet coefficients, SiZer and SiNos''
(with Cheolwoo Park, Fred Godtliebsen, Stilian Stoev and
J. S. Marron).
*Journal of Computational and Graphical Statistics}*. Vol.**51**(2007) 5994-6012.

[Authors: P,G,T,S,M] -
"Confidence intervals for the long
memory parameter based on wavelets and resampling''
(with Pier Luigi Conti, Livia De Giovanni, Stilian A. Stoev).
*Statistica Sinica*. Vol.**18**, No. 2, (2008) 559-579.

[Authors: C,D,S,T] -
"The dependence structure of log-fractional stable noise with analogy to
fractional Gaussian noise'' (with Joshua B. Levy).
*Rendiconti di Matematica e delle sue Applicazioni*, Universitá degli Studi di Roma ``La Sapienza'', Roma. Serie VII, Vol.**28**, No. 1 (2008) 97-115.

[Authors: T,L] -
"Small and large scale asymptotics of some Lévy stochastic
integrals''
(with Vladas Pipiras).
*Methodology and Computing in Applied Probability*. Vol.**10**, (2008) 299-314.

[Authors: P,T] -
"Identification of periodic and cyclic fractional stable motions''
(with Vladas Pipiras).
*Annales de l'Institut Henri Poincaré*. Vol.**. 44**, Nb. 4 (2008) 612-637.

[Authors: P,T] -
"Central limit theorems for double Poisson integrals''
(with Giovanni Peccati).
*Bernoulli*. Vol.**14**, No. 3 (2008) 791-821.

[Authors: P,T] -
"A wavelet Whittle estimator of the memory parameter
of a non-stationary Gaussian time series"
(with Eric Moulines and François Roueff).
*The Annals of Statistics*. Vol.**36**, No. 4, (2008) 1925-1956.

[Authors: M,R,T] -
``
"Convergence to fractional Brownian motion and to the Telecom
process: the integral representation approach'' (with Ingemar Kaj).
In:
*In an Out of Equilibrium 2*, Vladas Sidoravicius and Maria Eulália Vares, editors, Birkhäuser. Volume 20 of ``Progress in Probability'' (2008), pages 383-427.

[Authors: K,T] -
"Non-Markovian diffusion equations and processes:
analysis and simulations''
(with Antonio Mura and Francesco Mainardi).
*Physica A*. Vol.**387**, (2008) 5033-5064.

[Authors: Mura, Taqqu, Mainardi] -
"Wick-Itô formula for regular processes and
applications to the Black and
Scholes formula'' (with David Nualart).
*Stochastics*. Vol.**80**, Nb. 5 (2008) 477-487.

[Authors: N,T] -
"Stable convergence of multiple Wiener-Itô integrals''
(with Giovanni Peccati).
*Journal of Theoretical Probability*. Vol.**21**, (2008) 527-570.

[Authors: P,T] -
"Limit theorems for multiple stochastic integrals''
(with Giovanni Peccati).
*ALEA-Latin American Journal of Probability and Mathematical Statistics*. Vol.**4**, (2008) 393-413.

[Authors: P,T] -
"Central limit theorems for arrays of decimated linear processes''
(with François Roueff).
*Stochastic Processes and their Applications.*Vol.**119**, (2009) 3006-3041.

[Authors: R,T] -
"Testing diffusion processes for non-stationarity''
(with
Jeff Hamrick).
*Mathematical Methods in Operations Research*. Vol.**69**, No.3 (2009) 509-551.

[Authors: H,T]