MURAD S. TAQQU

ARTICLES


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  1. ``Note on evaluation of R/S for fractional noises and geophysical records,'' Water Resources Research, 6 (1970), 349-350.

  2. ``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].

  3. ``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.

  4. ``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)].

  5. ``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)].

  6. ``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)].

  7. ``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)].

  8. ``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.

  9. ``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)].

  10. ``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)].

  11. ``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].

  12. ``Orthogonal processes.'' Encyclopedia of Statistical Sciences, ed. S. Kotz and N. Johnson, Vol. 6, pp. 536-537 (1985), Wiley: New York.

  13. ``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].

  14. ``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)].

  15. ``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)].

  16. ``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)].

  17. ``Sojourn in an elliptical domain.'' Stochastic Processes and their Applications, 21 (1986) 319-326.
    [MR Ref: 87i:60046], [AMS Subj. Class.: 60G15 (60F17)].

  18. ``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)].

  19. ``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].

  20. ``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)].

  21. ``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].

  22. ``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)].

  23. ``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)].

  24. ``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)].

  25. ``Random processes with long-range dependence and high variability.'' Journal of Geophysical Research, 92, D8 (1987) 9683-9696.

  26. ``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)].

  27. ``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)].

  28. ``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.

  29. ``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)].

  30. ``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.

  31. ``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].

  32. ``Weak stationarity'' (1988). In Encyclopedia of Statistical Sciences, S. Kotz and N. Johnson, eds. Vol. 9, p.540. Wiley: New York.

  33. ``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.

  34. ``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.

  35. ``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.

  36. ``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)].

  37. ``Self-similar processes'' (1988). In Encyclopedia of Statistical Sciences, S. Kotz and N. Johnson, eds., Vol. 8, p. 352-357, Wiley: New York.

  38. ``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.

  39. ``Probability bounds for M-Skorohod oscillations'' (with Florin Avram). Stochastic Processes and their Applications, 33 (1989) 63-72.
    [Authors: A, T]. Abstract.

  40. ``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.

  41. ``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.

  42. ``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.

  43. ``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)].

  44. ``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.

  45. ``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.

  46. ``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.

  47. ``(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.

  48. ``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.

  49. ``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.

  50. ``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.

  51. ``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.

  52. ``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.

  53. ``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.

  54. ``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.

  55. ``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.

  56. ``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.

  57. ``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.

  58. ``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.

  59. ``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.

  60. ``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.

  61. ``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].

  62. `` The Bernoulli Society Twentieth Conference on Stochastic Processes and their Applications.'' European Science Notes Information Bulletin, 92-02 (1992) 56-58.

  63. ``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.

  64. ``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.

  65. ``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.

  66. ``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.

  67. ``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.

  68. ``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.

  69. ``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.

  70. ``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].

  71. ``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].

  72. ``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].

  73. ``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].

  74. ``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].

  75. ``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.

  76. ``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.

  77. ``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.

  78. ``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].

  79. ``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.

  80. ``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.

  81. ``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.

  82. ``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].

  83. ``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].

  84. ``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.

  85. ``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.

  86. ``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

  87. ``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.

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

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

  90. ``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].

  91. ``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].

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

  93. ``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]

  94. ``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 .

  95. ``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]

  96. ``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]

  97. ``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]

  98. ``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.
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  99. ``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]

  100. ``Is network traffic self-similar or multifractal?'' (with Vadim Teverovsky and Walter Willinger). Fractals. 5 (1997) 63-73.
    [Authors: Ta,Te,W]

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

  102. ``Option pricing in ARCH-type models'' (with Jan Kallsen). Mathematical Finance. 8 (1998) 13-26.
    [Authors: K,T]

  103. ``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]

  104. ``Central limit theorems for quadratic forms with time domain conditions'' (with Liudas Giraitis). The Annals of Probability . 26 (1998) 337-398.
    [Authors: G,T]

  105. ``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.
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  106. ``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.
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  107. ``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.
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  108. ``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.
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  109. ``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.

  110. ``Convergence of normalized quadratic forms.'' (with Liudas Giraitis). Journal of Statistical Planning and Inference. 80 (1999) 15-35.
    [Authors: G,T]

  111. ``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]

  112. ``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]

  113. ``Whittle estimator for non-Gaussian long-memory time series'' (with Liudas Giraitis). The Annals of Statistics. 27 (1999) 178-203.
    [Authors: G,T]

  114. ``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]

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

  116. ``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]

  117. ``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]

  118. ``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]

  119. ``Long memory in Economics: discussion and comments'' Journal de la Société Française de Statistique. 140 (1999) 91-96.

  120. ``Convergence of the Weierstrass-Mandelbrot process to Fractional Brownian Motion'' (with Vladas Pipiras). Fractals. 8 (2000) 369-384.
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  121. ``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]

  122. ``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]

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

  124. ``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]

  125. ``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]

  126. ``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.
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  127. ``Integration questions related to fractional Brownian motion'' (with Vladas Pipiras). Probability Theory and their Applications. 118 (2000) 251-291.
    [Authors: P,T]

  128. ``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]

  129. ``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]

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

  131. ``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]

  132. ``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]

  133. ``Are classes of deterministic integrands for fractional Brownian motion on an interval complete? (with Vladas Pipiras). postscript format Bernoulli . 7 (2001) 873-897.
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  134. ``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.]

  135. ``Deconvolution of fractional Brownian motion'' (with Vladas Pipiras). postscript format. Journal of Time Series Analysis . 23 (2002) 487-501.
    [Authors: P,T]

  136. ``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.

  137. ``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]

  138. `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]

  139. ``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]

  140. ``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).

  141. ``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).
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  142. ``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]

  143. ``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]

  144. ``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]

  145. ``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]

  146. ``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]

  147. ``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]

  148. ''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]

  149. ``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,]

  150. ``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]

  151. ``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]

  152. ``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]

  153. "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.
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  154. ``Dilated fractional stable motions'' (with Vladas Pipiras). Preprint 2001. Journal of Theoretical Probability. 17, Nb. 1, (2004) 51-84.
    [Authors: P,T]

  155. ''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]

  156. ``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]

  157. ``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]

  158. ``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]

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

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

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

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

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

  164. ``Path properties of the linear multifractional stable motion'' (with Stilian Stoev). Fractals. 13, (2005) 157-178.
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  165. ``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]

  166. "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]

  167. ``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]

  168. ``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]

  169. ``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]

  170. ``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]

  171. ``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]

  172. ``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]

  173. ``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]

  174. ``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]

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

  176. "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]

  177. "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]

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

  179. "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]

  180. "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]

  181. "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]

  182. "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]

  183. "`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]

  184. "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}

  185. "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]

  186. "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]

  187. "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]

  188. "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]

  189. "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]

  190. "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]

  191. "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]

  192. "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]

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

  194. "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]

  195. `` "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]

  196. "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]

  197. "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]

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

  199. "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]

  200. "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]

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