Go to the bottom of the list.

[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." Murad S. Taqqu. Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete , 31 (1975) 287-302.

[   ]

"Smooth variation and the functional law of the iterated logarithm." Murad S. Taqqu (1976). School of Operations Research & Industrial Engineering Technical Report No. 293, Cornell University. Appears as an appendix in Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete , 40 (1977) 203-238.

[3]

"Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence." (Murad S. Taqqu). Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete , 40 (1977) 203-238.

[4]

"A representation for self-similar processes." Murad S. Taqqu. Stochastic Processes and their Applications , 7 (1978) 55-64.

[5]

"Convergence of integrated processes of arbitrary Hermite rank". Murad S. Taqqu. Zeitschrift für Wahr- scheinlichkeitstheorie und verwandte Gebiete , 50 (1979) 53-83.

[6]

"Robust R/S analysis of long-run serial correlation" ( Benoit B. Mandelbrot and Murad S. Taqqu). 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.

[7]

"Self-similar processes and related ultraviolet and infrared catastrophes." Murad S. Taqqu. 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.

[8]

"Regular multigraphs and their applications to the Monte Carlo evaluation of moments of non-linear functions of Gaussian processes" ( Jeffrey Goldberg and Murad S. Taqqu). Stochastic Processes and their Applications , 13 (1982) 121-138.

[9]

"Infinite variance self-similar processes subordinate to a Poisson measure" ( Robert L. Wolpert and Murad S. Taqqu). Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete , 62 (1983) 53-72.

[10]

"Invariance principle for symmetric statistics". ( Avi Mandelbaum and Murad S. Taqqu). The Annals of Statistics , 12 (1984) 483-496.

[   ]

"Double integration with respect to stable processes" ( Terry McConnell and Murad S. Taqqu). School of Operations Research and Industrial Engineering Technical Report No. 618, Cornell University (1984 and Murad S. Taqqu).

[   ]

"A geometric approach to constructing martingale measures: the discrete case" ( Walter Willinger and Murad S. Taqqu). School of Operations Research and Industrial Engineering Technical Report No. 635, Cornell University (1984).

[11]

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

[12]

"Generalized powers of strongly dependent random variables" ( Florin Avram and Murad S. Taqqu). 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).

[13]

"Reproducing Kernel Hilbert space for some non-Gaussian processes" ( Claudia Czado and Murad S. Taqqu). 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.

[14]

"A survey of functional laws of the iterated logarithm for self-similar processes" ( Claudia Czado and Murad S. Taqqu). Stochastic Models , 1 (1985) 77-115.

[15]

"Non-central limit theorems for quadratic forms in random variables having long-range dependence" ( Robert Fox and Murad S. Taqqu). Annals of Probability , 13 (1985) 428-446.

[16]

"Sojourn in an elliptical domain." (Murad S. Taqqu). Stochastic Processes and their Applications , 21 (1986) 319-326.

[17]

"Symmetric polynomials of random variables attracted to an infinitely divisible law" ( Florin Avram and Murad S. Taqqu). Probability Theory and Related Fields , 71 (1986) 491-500.

[18]

"Large sample properties of parameter estimates for strongly dependent stationary time series" ( Robert Fox and Murad S. Taqqu). Previous title: "Maximum likelihood type estimator for the self-similarity parameter in Gaussian sequences." The Annals of Statistics , 14 (1986) 517-532.

[   ]

"Different scaling for finite variance i.i.d. arrays" ( Florin Avram and Murad S. Taqqu)(1986).

[19]

"Dyadic approximations of double integrals with respect to symmetric stable processes" ( Terry R. McConnell and Murad S. Taqqu). Stochastic Processes and their Applications , 22 (1986) 323-331.

[20]

"Decoupling inequalities for multilinear forms in independent symmetric random variables" ( Terry McConnell and Murad S. Taqqu). Annals of Probability , 14 (1986) 943-954.

[21]

"Using renewal processes to generate long-range dependence and high variability" (Joshua Levy and Murad S. Taqqu). In Dependence in Probability and Statistics , Ernst Eberlein and Murad S. Taqqu, eds., (1986) 73-89. Birkhäuser: Boston.

[22]

"A bibliographical guide to self-similar processes and long-range dependence". (Murad S. Taqqu). In Dependence in Probability and Statistics , Ernst Eberlein and Murad S. Taqqu, editors, (1986) 137-162. Birkhäuser: Boston.

[23]

Weak convergence of moving averages with infinite variance" ( Florin Avram and Murad S. Taqqu). In Dependence in Probability and Statistics , Ernst Eberlein and Murad S. Taqqu, eds., (1986) 399-415. Birkhäuser: Boston.

[24]

"Random processes with long-range dependence and high variability." (Murad S. Taqqu). Journal of Geophysical Research, 92, D8 (1987) 9683-9696.

[25]

"Central limit theorems for quadratic forms in random variables having long-range dependence" ( Robert Fox and Murad S. Taqqu). Probability Theory and Related Fields , 74 (1987) 213-240.

[26]

"Multiple stochastic integrals with dependent integrators" (Robert Fox and Murad S. Taqqu). Journal of Multivariate Analysis 21 (1987) 105-127.

[27]

"Noncentral limit theorems and Appell polynomials" (Florin Avram and Murad S. Taqqu). The Annals of Probability , 15 (1987) 767-775.

[28]

"The analysis of finite security markets using martingales" (Walter Willinger and Murad S. Taqqu). Advances in Applied Probability 19 (1987) 1-25.

[29]

"On renewal processes having stable inter-renewal intervals and stable rewards" ( Joshua Levy. Les Annales des Sciences Mathématiques du Québec 11 (1987) 95-110.

[30]

"Decoupling of Banach-valued multilinear forms in independent symmetric Banach-valued random variables" ( Terry R. McConnell and Murad S. Taqqu). Probability Theory and Related Fields 75 (1987) 499-507.

[31]

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

[32]

"On the efficiency of the sample mean in long memory noise" ( Alex Samarov and Murad S. Taqqu). Journal of Time Series Analysis 9 (1988) 191-200.

[33]

"Toeplitz matrices and estimation of time series with long-range dependence." (Murad S. Taqqu.) 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.

[34]

"The limit behavior of empirical processes and symmetric statistics for stationary processes" (Herold Dehling and Murad S. Taqqu). 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.

[35]

"Pathwise approximations of processes based on the fine structure of their filtrations" (Walter Willinger and Murad S. Taqqu). 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.

[36]

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

[37]

"Hölder's inequality for functions of linearly dependent arguments" ( Florin Avram and Murad S. Taqqu). SIAM Journal of Mathematical Analysis, 20 (1989) 1484-1489.

[38]

"Probability bounds for M-Skorohod oscillations" ( Florin Avram and Murad S. Taqqu). Stochastic Processes and their Applications, 33 (1989) 63-72.

[39]

"The functional law of the iterated logarithm for the empirical process of some long-range dependent sequences" ( Herold Dehling and Murad S. Taqqu). Statistics and Probability Letters, 7 Nb. 1 (1989) 81-85.

[40]

"The empirical process of some long-range dependent sequences with an application to U-statistics" ( Herold Dehling and Murad S. Taqqu). The Annals of Statistics, 17 (1989) 1767-1783.

[41]

"The various linear fractional Lévy motions" ( Gennady Samorodnitsky and Murad S. Taqqu). 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.

[42]

"Pathwise stochastic integration and applications to the theory of continuous trading" (Walter Willinger and Murad S. Taqqu). Stochastic Processes and their Applications, 32 (1989) 253-280.

[43]

"Quadratic forms with long-range dependence" (Norma Terrin and Murad S. Taqqu). 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.

[44]

"A noncentral limit theorem for quadratic forms of Gaussian stationary sequences" (Norma Terrin and Murad S. Taqqu). Journal of Theoretical Probability, 3 (1990) 449-475.

[45]

"Multiple stable integrals of Banach-valued functions" (Gennady Samorodnitsky and Murad S. Taqqu). Journal of Theoretical Probability, 3 (1990) 267-287.

[46]

"(1/α)-self similar α-stable processes with stationary increments" Gennady Samor-

[47]

"Existence of joint moments of stable random variables" ( Gennady Samorodnitsky and Murad S. Taqqu). Statistics and Probability Letters, 10 Nb. 2 (1990) 167-172.

[48]

"Probability laws with 1-stable marginals are 1-stable" (Gennady Samorodnitsky and Murad S. Taqqu). The Annals of Probability, 19 (1991) 1777-1780.

[49]

"Conditional moments and linear regression for stable random variables" (Gennady Samorodnitsky and Murad S. Taqqu). Stochastic Processes 24 and their Applications, 39 (1991) 183-199.

[50]

"Non linear regression of stable random variables" (Clyde D. Hardin Jr., Gennady Samorodnitsky and Murad S. Taqqu). The Annals of Applied Probability, 1 Nb. 4 (1991) 582-612.

[51]

"Numerical computation of non-linear stable regression functions" ( Clyde D. Hardin Jr., Gennady Samorodnitsky and Murad S. Taqqu). In: Stable Processes and Related Topics, S. Cambanis, G. Samorodnitsky and M.S. Taqqu, eds., pp. 143-180. Birkhäuser, Boston (1991).

[52]

"Power counting theorem on Rⁿ" (Norma Terrin and Murad S. Taqqu). In: Random Walks, Brownian Motion and Interacting Particle Systems", R. Durrett ad H. Kesten, editors. pp. 425-440, Birkhäuser, Boston (1991).

[53]

"Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence" (Norma Terrin and Murad S. Taqqu). Probability Theory and Related Fields, 90 (1991) 57-81.

[54]

"Convergence to a Gaussian limit as the normalization exponent tends to 1/2" (Norma Terrin and Murad S. Taqqu). Statistics and Probability Letters, 11 Nb. 5 (1991) 419-427.

[55]

"The asymptotic dependence structure of the linear fractional Lévy motion" ( A. Astrauskas and Joshua B. Levy and Murad S. Taqqu). Lietuvos Matematikos Rinkinys (Lithuanian Mathematical Journal), 31 (1991) 1-28.

[56]

"A characterization of the asymptotic behavior of stationary stable processes" ( Joshua B. Levy and Murad S. Taqqu). In: Stable Processes and Related Topics, S. Cambanis, G. Samorodnitsky and M.S. Taqqu, eds., pp. 181-198, Birkhäuser, Boston (1991).

[57]

"Construction of multiple stable measures and integrals using LePage Representation" (Gennady Samorodnitsky and Murad S. Taqqu). In: Stable Processes and Related Topics, S. Cambanis, G. Samorodnitsky and M.S. Taqqu, eds., pp. 121-141, Birkhäuser, Boston (1991 and Murad S. Taqqu).

[58]

"Sample path properties of stochastic processes represented as multiple stable integrals" (Jan Rosinski and Gennady Samorodnitsky and Murad S. Taqqu). Journal of Multivariate Analysis, 37 (1991) 115-134.

[59]

"Bivariate symmetric statistics of long-range dependent observations" (Herold Deh-

[60]

"Toward a convergence theory for continuous stochastic securities market models" (Walter Willinger and Murad S. Taqqu). Mathematical Finance, 1 (1991) 55-99.

[61]

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

[62]

Linear models with long-range dependence and finite or infinite variance (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.

[63]

"Continuous functions whose level sets are orthogonal to all polynomials of a given degree" (Herold Dehling and Murad S. Taqqu). Acta Mathematica Hungarica, 60 (1992) 267-274.

[64]

"Weak convergence of sums of moving averages in the α-stable domain of attraction" (Florin Avram and Murad S. Taqqu). The Annals of Probability, 20 (1992), 483-503.

[65]

"Asymptotic dependence of stable self-similar processes of Chentsov type" (Piotr Kokoszka and Murad S. Taqqu). In: Probability in Banach Spaces, 8, R.M. Dudley, M.G. Hahn, J. Kuelbs, eds., pp. 152-165. Birkhäuser, Boston (1992).

[66]

"Asymptotic dependence of moving average type self-similar stable random fields" (Piotr Kokoszka and Murad S. Taqqu). Nagoya Mathematical Journal, 130 (1993) 85-100.

[67]

"Stochastic monotonicity and Slepian-type inequalities for infinitely divisible and stable random vectors" (Gennady Samorodnitsky and Murad S. Taqqu). The Annals of Probability, 21 (1993), 143-160.

[68]

"Zero-one laws for multilinear forms in Gaussian and other infinitely divisible random variables" (Jan Rosinski and Gennady Samorodnitsky and Murad S. Taqqu). The Journal of Multivariate Analysis, 46 (1993) 61-82.

[69]

"Statistical analysis of high-time resolution Ethernet LAN traffic measurements" ( Will E. Leland, Walter Willinger, Daniel V. Wilson and Murad S. Taqqu). 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.

[70]

"On the self-similar nature of Ethernet traffic" ( Will E. Leland, Walter Willinger, Daniel V. Wilson and Murad S. Taqqu). ACM/SIGCOMM'93. Computer Communication Review, 23, (1993), 183-193. This paper received the 2006 ACM/SIGCOMM Test of Time Award.

Reprinted in Trends in Networking - Internet, the conference book of the Spring 1995 Conference of the National Unix User Group of the Netherlands (NLUUG and Murad S. Taqqu).

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".

[71]

"On the self-similar nature of Ethernet traffic (Extended Version)" (Will E. Leland, Walter Willinger,,Daniel V. Wilson and Murad S. Taqqu). IEEE/ACM Transactions on Networking, 2, Nb. 1, (1994), 1-15. Extended version of the preceding publication. This paper received the 1995 William J. Bennett Award from the IEEE Communications Society and was also awarded the 1996 W. R. G. Baker Prize from the IEEE.

Reprinted in The Best of the Best: Fifty years of Communications and Networking Research, Tranter, Taylor, Kleinrock, Maxemchuk and Mrk, editors. IEEE Communications Society (2007).

[72]

Statistical analysis and stochastic modeling of self-similar data traffic (Will E. Leland, Walter Willinger, Daniel V. Wilson and Murad S. Taqqu). 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.

[73]

"On traffic measurements that defy traffic models (and vice versa): self-similar traffic modeling for high-speed networks" (Walter Willinger, Daniel V. WilsoN, Will E. Leland and Murad S. Taqqu). ConneXions, 8, Nb. 11 (1994), 14-24.

[74]

"Lévy measures of infinitely divisible random vectors and Slepian inequality" (Gennady Samorodnitsky and Murad S. Taqqu). The Annals of Probability, 22 (1994), 1930-1956.

[75]

"Infinite variance stable ARMA processes" (Piotr Kokoszka and Murad S. Taqqu). Journal of Time Series Analysis, 15 (1994), 203-220.

[76]

"New classes of self-similar symmetric stable random fields" (Piotr Kokoszka and Murad S. Taqqu). Journal of Theoretical Probability, 7 (1994), 527-549.

[77]

"Does asymptotic linearity of the regression extend to stable domains of attraction?" (Renata Cioczek-Georges and Murad S. Taqqu). Journal of Multivariate Analysis, 48 (1994) 70-86.

[78]

"How do conditional moments of stable vectors depend on the spectral measure?" (Renata Cioczek-Georges and Murad S. Taqqu). Stochastic Processes and their Application, 54 (1994), 95-111.

[   ]

"On strong solutions, semimartingale Birgit operators, and filtrations in Girsanov's theorem" (Jan Kallsen and Murad S. Taqqu). Preprint 1994.

[   ]

"Option pricing in ARCH-type models: with detailed proofs" (Jan Kallsen and Murad S. Taqqu). Technical Report Nr. 10, March 1995. Freiburger Zentrum für Dateanlyse und Modellbildung, Albert-Ludwigs-Universität, Freiburg im Breslau, Germany.

[79]

"Necessary conditions for the existence of conditional moments of stable random variables" (Renata Cioczek-Georges and Murad S. Taqqu). Stochastic Processes and their Applications, 56 (1995), 233-246.

[80]

"Form of the conditional variance for stable random variables" (Renata Cioczek-Georges and Murad S. Taqqu). Statistica Sinica, 5 (1995), 351-361.

[81]

"Long-range dependence in variable-bit-rate video traffic" (Jan Beran, Robert Sherman, Walter Willinger and Murad S. Taqqu). IEEE Transactions on Communications, 43 (1995), 1566-1579.

[82]

"Self-similarity in high-speed packet traffic: analysis and modeling of ethernet traffic measurements" (Will E. Leland, Walter Willinger and Daniel V. Wilson and Murad S. Taqqu). Statistical Science, 10 (1995), 67-85.

[83]

"Self-similarity through high variability: statistical analysis of Ethernet LAN traffic at the source level" (Walter Willinger, Robert Sherman, Daniel V. Wilson and Murad S. Taqqu). ACM/SIGCOMM'95. Computer Communication Review, 25 Nb. 4, (1995), 100-113.

[84]

"Stable fractal sums of pulses: the cylindrical case" (Renata Cioczek-Georges, Benoit B. Mandelbrot, Gennady Samorodnitsky and Murad S. Taqqu). Bernoulli, 1 (1995), 201-216.

[85]

"Estimators for long-range dependence: an empirical study" (Vadim Teverovsky and Walter Willinger and Murad S. Taqqu). Fractals, 3, No. 4, (1995), 785-798.

Reprinted in Fractal Geometry and Analysis, C.J.G. Evertsz, H-O Peitgen and R.F. Voss, editors, 1996. World Scientific Publishing Co., Singapore.

[86]

"A characterization of mixing processes of type G" (Piotr Kokoszka and Murad S. Taqqu). The Journal of Theoretical Probability, 9 #1 (1996), 3-17.

[87]

"Fractional ARIMA with stable innovations" (Piotr Kokoszka and Murad S. Taqqu). Stochastic Processes and their Applications, 60 (1995), 19-47.

[88]

"Infinite variance stable moving averages with long memory" (Piotr Kokoszka and Murad S. Taqqu). Journal of Econometrics, 73 (1996), 79-99.

[89]

"Semi-parametric graphical estimation techniques for long-memory data" (Vadim Teverovsky and Murad S. Taqqu). 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.

[90]

"A bibliographical guide to self-similar traffic and performance modeling for modern high-speed networks" ( Walter Willinger and Ashok Erramilli and Murad S. Taqqu). 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.

[91]

"Parameter estimation for infinite variance fractional ARIMA" (Piotr Kokoszka and Murad S. Taqqu). The Annals of Statistics, 24 (1996), 1880-1913.

[92]

"Some long-run properties of rainfall records in Italy" (Alberto Montanari and Renzo Rosso), Journal of Geophysical Research - Atmospheres, 101 (D23) (1996) 431-438.

[93]

"Self-similarity through high-variability: statistical analysis of Ethernet LAN traffic at the source level" (Walter Willinger, Robert Sherman, Daniel V. Wilson and Murad S. Taqqu). IEEE/ACM Transactions on Networking, 5(1) (1997) 71-86.

Extended version of the paper with the same title that appeared in 1995 in Computer Communication Review.

[94]

"Proof of a fundamental result in self-similar traffic modeling" ( Walter Willinger,Robert Sherman and Murad S. Taqqu). Computer Communication Review, 27, No. 2, (1997), 5-23.

[95]

"The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables" (Piotr Kokoszka and Murad S. Taqqu). Stochastic Processes and their Applications, 66 (1997) 21-40.

[96]

"Limit theorems for bivariate Appell polynomials. Part I: Central limit theorems." (Liudas Giraitis and Murad S. Taqqu). Probability Theory and Related Fields. 107 (1997) 359-381.

[97]

"Testing for long-range dependence in the presence of shifting means or a slowly declining trend, using a variance-type estimator" (Vadim Teverovsky and Murad S. Taqqu). Journal of Time Series Analysis. 18 (1997) 279-304.

[98]

"Fractionally differenced ARIMA models applied to hydrologic time series: identification, estimation and simulation" (Alberto Montanari, Renzo Rosso and Murad S. Taqqu). Water Resources Research. 33 (1997) 1035-1044.

[99]

"Is network traffic self-similar or multifractal?" (Vadim Teverovsky and Walter Willinger and Murad S. Taqqu). Fractals, 5, No. 1, (1997) 63-73.

Abstract: http://www.worldscinet.com/fractals/05/0501/S0218348X97000073.html

Paper:

[100]

"Robustness of Whittle-type estimators for time series with long-range dependence" (Vadim Teverovsky and Murad S. Taqqu). Stochastic Models. 13 (1997) 723-757.

[101]

"Option pricing in ARCH-type models" (Jan Kallsen and Murad S. Taqqu). Mathematical Finance, 8 (1998) 13-26.

[102]

"Limit theorems for bivariate Appell polynomials. Part II: Non-central limit theorems" (Liudas Giraitis and Norma Terrin) Probability Theory and Related Fields. 110 (1998) 333-367.

Abstract and paper:

[103]

"Central limit theorems for quadratic forms with time domain conditions" (Liudas Giraitis and Murad S. Taqqu). The Annals of Probability. 26 (1998) 377-398.

[104]

"Sufficient conditions for the existence of conditional moments of stable random variables" ( Renata Cioczek-Georges and Murad S. Taqqu). In: Stochastic Processes and Related Topics: In memory of Stamatis Cambanis 1943-1995. Karatzas, Balram S. Rajput, Murad S.  Taqqu, editors. Trends in Mathematics Series. Birkhäuser, Boston (1998), 35-67.

[105]

"Heavy-tailed probability distributions in the World Wide Web" (Mark E. Crovella and Azer Bestravos and Murad S. Taqqu). 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.

[106]

" Self-similarity and heavy tails: structural modeling of network traffic" ( Walter Willinger and Vern Paxson and Murad S. Taqqu). 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.

[107]

"On estimating long-range dependence in finite and infinite variance series" ( Vadim Teverovsky and Murad S. Taqqu). 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.

[108]

"Convergence in distribution and in probability". Encyclopedia of Biostatistics, Peter Armitage and Theodore Colton, editors, John Wiley & Sons, New York (1998), Vol. 1, pages 932-933.

[   ]

"An open and shut case". Bostonia, Winter '98-'99 (1999) 10-11.

[109]

"Convergence of normalized quadratic forms" (Liudas Giraitis and Murad S. Taqqu). Journal of Statistical Planning and Inference, 80 (1999) 15-35.

[110]

"A critical look at Lo's modified R/S statistic" (Vadim Teverovsky and Walter Willinger and Murad S. Taqqu). Journal of Statistical Planning and Inference, 80 (1999) 211-227.

[111]

"Stock price return indices and long-range dependence" (Vadim Teverovsky and Walter Willinger and Murad S. Taqqu). Finance and Stochastics, 3 (1999) 1-13.

[112]

"Whittle estimator for non-Gaussian long-memory time series" (Liudas Giraitis and Murad S. Taqqu). The Annals of Statistics, 27 (1999) 178-203.

[113]

"Estimating the heavy tail index from scaling properties" (Mark E. Crovella and Murad S. Taqqu). Methodology and Computing in Applied Probability, 1 (1999) 55-79.

[114]

"Discrete time parametric models with long memory and infinite variance" (Piotr Kokoszka and Murad S. Taqqu). Mathematical and Computer Modelling, 29 (1999) 203-215.

[115]

"Estimating long-range dependence in the presence of periodicity: an empirical study" (Alberto Montanari, Vadim Teverovsky and Murad S. Taqqu). Mathematical and Computer Modelling, 29 (1999) 217-228.

[116]

"Estimation ondelette, des paramètres de stabilité et d'autosimilarité des processus α-stables autosimilaires" (Patrice Abry, Béatrice Pesquet-Popescu and Murad S. Taqqu). 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.

[117]

"Wavelets, generalized white noise and fractional integration: the synthesis of fractional Brownian motion" (Yves Meyer and Fabrice Sellan and Murad S. Taqqu). The Journal of Fourier Analysis and Applications, 5 (1999) 465-494.

[118]

"Long memory in Economics: discussion and comments." (Murad S. Taqqu). Journal de la Société Française de Statistique, 140, Nb. 2 (1999) 91-96.

[119]

"Convergence of the Weierstrass-Mandelbrot process to Fractional Brownian Motion" (Vladas Pipiras and Murad S. Taqqu). Fractals 8, No. 4, (2000) 369-384.

Abstract: http://www.worldscinet.com/fractals/08/0804/S0218348X00000408.html

Paper:

[120]

"Wavelet based estimators for self-similar α-stable processes" (Patrice Abry, Murad S. Taqqu and Béatrice Pesquet-Popescu). Invited paper, World Computer Congress, Peking, China.

[121]

"The Weierstrass-Mandelbrot process provides a series approximation to the Harmonizable Fractional Stable Motion" ( Vladas Pipiras and Murad S. Taqqu). In: Fractal Geometry and Stochastics II, Christoph Bandt, Siegfried Graf and Martina Zähle, editors. Birkhäuser, Basel. Series: Progress in Probability, 46 (2000) 161-179.

[122]

"Convergence of weighted sums of random variables with long-range dependence" (Vladas Pipiras and Murad S. Taqqu). Stochastic Processes and their Applications 90 (2000) 157-174.

[123]

"Renewal reward processes with heavy-tailed interrenewal times and heavy-tailed rewards" (Joshua B. Levy and Murad S. Taqqu). Bernoulli, 6 (2000) 23-44.

[124]

"The limit of a renewal-reward process with heavy-tailed rewards is not a linear fractional stable motion" (Vladas Pipiras and Murad S. Taqqu). Bernoulli. 6 (2000) 607-614.

[125]

"A seasonal fractional ARIMA model applied to the Nile River monthly flows at Aswan." (Alberto Montanari, Renzo Rosso and Murad S. Taqqu). Water Resources Research. 36, Nb. 5, (2000) 1249-1259.

[126]

"Wavelets for the analysis, estimation and synthesis of scaling data" (Patrice Abry, Patrick Flandrin, Murad S. Taqqu and Darryl Veitch). In: Self-Similar Network Traffic and Performance Evaluation. Kihong Park and Walter Willinger, editors. Wiley, New York (2000), pages 39-88.

[127]

"Integration questions related to fractional Brownian motion" ( Vladas Pipiras and Murad S. Taqqu). Probability Theory and their Applications 118 (2000) 251-291.

[128]

"Robustness of the R/S statistic for fractional stable noises" ( Florin Avram and Murad S. Taqqu). Statistical Inference for Stochastic Processes. 3 (2000) 69-83.

[129]

"Meaningful MRA initialisation for discrete time series" (Darryl Veitch, Murad S. Taqqu and Patrice Abry). Signal Processing, 80 (2000) 1971-1983. This article received the 2002 EURASIP Best Paper Award from the European Association for Signal Processing.

[130]

"Dependence structure of a renewal-reward process with infinite variance" (Joshua B. Levy and Murad S. Taqqu). Fractals, 9, Nb. 2 (2001) 185-192.

Abstract:

Paper:

[131]

"Functional non-central and central limit theorems for bivariate Appell polynomials" (Liudas Giraitis and Murad S. Taqqu). Journal of Theoretical Probability, 14, Nb. 2 (2001) 393-426.

[132]

"Can one use the Durbin-Levinson algorithm to generate infinite variance fractional ARIMA time series" (Piotr Kokoszka and Murad S. Taqqu). Journal of Time Series Analysis, 22, Nb. 3 (2001) 317-337.

[133]

"Are classes of deterministic integrands for fractional Brownian motion on an interval complete?" (Vladas Pipiras and Murad S. Taqqu). Bernoulli, 7, Nb. 6 (2001) 873-897.

[134]

"Bachelier and his times: A conversation with Bernard Bru". (Murad S. Taqqu). Finance and Stochastics 5, Nb. 1 (2001), 3-32.

[   ]

"Bachelier and his times: A conversation with Bernard Bru" (Murad S. Taqqu). 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". (Murad S. Taqqu). Journal de la Société Française de Statistique 142, Nb. 2 (2001), 3-40.

The English version appears in Finance and Stochastics 5, Nb. 1 (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 e sua época: uma conversa com Bernard Bru" (Murad S. Taqqu). Matemática Universitária 31 (2001), 19-66.

This Portugese version of Finance and Stochastics 5, Nb. 1 (2001), 3-32, appears in the Bresilian journal Matemática Universitária.

[   ]

" Bachelier et son époque: une conversation avec Bernard Bru"(Murad S. Taqqu), 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 Française de Statistique 142, Nb. 2 (2001), 3-40.

[135]

"Deconvolution of fractional Brownian motion" (Vladas Pipiras and Murad S. Taqqu). Journal of Time Series Analysis, 23, Nb. 4 (2002), 487-501.

[136]

"The modeling of Ethernet data and of signals that are heavy-tailed with infinite variance". (Murad S. Taqqu).Scandinavian Journal of Statistics. 29, Nb. 2 (2002), 273-295.

[137]

"Decomposition of self-similar stable mixed moving averages" (Vladas Pipiras and Murad S. Taqqu). Probability Theory and Related Fields, 123, Nb. 3 (2002), 412-452.

Abstract and paper:

http://link.springer.de/link/service/journals/00440/bibs/2123003/21230412.htm

[138]

"The structure of self-similar stable mixed moving averages" (Vladas Pipiras and Murad S. Taqqu). The Annals of Probability, 30, Nb. 2 (2002), 898-932.

[139]

"Estimation of the self-similarity parameter in linear fractional stable motion" (Stilian Stoev and Vladas Pipiras and Murad S. Taqqu). Signal Processing, 82 (2002) 1873-1901.

[140]

"Fractional Brownian motion and long-range dependence". (Murad S. Taqqu). In: Theory and Applications of Long-range Dependence, P. Doukhan, G. Oppenheim and M. S. Taqqu editors. Birkhäuser, Boston (2003) 5-38.

[141]

"Fractional calculus and its connections to fractional Brownian motion" (Vladas Pipiras and Murad S. Taqqu). In: Theory and Applications of Long-range Dependence, P. Doukhan, G. Oppenheim and M. S. Taqqu editors. Birkhäuser, Boston (2003) 165-201.

[142]

"Long-range dependence and data network traffic" (Walter Willinger, Vern Paxson, Rudolf. H. Riedi and Murad S. Taqqu). In: Theory and Applications of Long-range Dependence, P. Doukhan, G. Oppenheim and M. S. Taqqu editors. Birkhäuser, Boston (2003) 373-407.

[143]

"Self-similarity and long-range dependence through the wavelet lens" (Patrice Abry, Patrick Flandrin, Murad S. Taqqu and Darryl Veitch). In: Theory and Applications of Long-range Dependence, P. Doukhan, G. Oppenheim and M. S. Taqqu editors. Birkhäuser, Boston (2003) 525-556.

[144]

"Generators of long-range dependent processes: A survey" (Jean-Marc Bardet, Gabriel Lang, Georges Oppenheim and Anne Philippe and Murad S. Taqqu). In: Theory and Applications of Long-range Dependence, P. Doukhan, G. Oppenheim and M. S. Taqqu editors. Birkhäuser, Boston (2003) 557-577.

[145]

"Semi-parametric estimation of the long-range dependence parameter : A survey" (Jean-Marc Bardet, Gabriel Lang, Georges Oppenheim, Anne Philippe and Stilian Stoev and Murad S. Taqqu). In: Theory and Applications of Long-range Dependence, P. Doukhan, G. Oppenheim and M. S. Taqqu editors. Birkhäuser, Boston (2003) 579-623.

[146]

"Financial Risk and Heavy Tails" (Brendan Bradley and Murad S. Taqqu). Handbook of Heavy Tailed Distributions in Finance, Svetlozar T. Rachev, editor, Elsevier, Amsterdam, 2003, pages 35-103.

[147]

"Wavelet estimation of the Hurst parameter in stable processes" (Stilian Stoev and Murad S. Taqqu). 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.

[148]

"Can continuous-time stationary stable processes have discrete linear representations?" (Vladas Pipiras and Patrice Abry and Murad S. Taqqu). Statistics and Probability Letters 64 (2003) 147-157

[149]

"Central limit theorems for partial sums of bounded functionals of infinite-variance moving averages" ( Vladas Pipiras) Bernoulli 9, Nb. 5 (2003) 833-855.

[150]

"On the automatic selection of the onset of scaling" (Darryl Veitch and Patrice Abry and Murad S. Taqqu). Fractals 11. Nb. 4 (2003) 377-390.

[151]

"Rate optimality of wavelet series approximations of fractional Brownian motion" (Antoine Ayache and Murad S. Taqqu). The Journal of Fourier Analysis and Applications 9, Nb. 5 (2003) 451-471.

[152]

"Slow, fast and arbitrary growth conditions for renewal reward processes when the renewals and the rewards are heavy-tailed" ( Vladas Pipiras and Joshua B. Levy) Bernoulli 10 Nb. 1 (2004) 121-163.

[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.

[154]

"Dilated fractional stable motions" (Vladas Pipiras and Murad S. Taqqu). Journal of Theoretical Probability 17, Nb.  1 (2004) 51-84.

[155]

"Simulation methods for linear fractional stable motion and FARIMA using the Fast Fourier Transform", (Stilian Stoev and Murad S. Taqqu). Fractals 12, Nb. 1 (2004) 95-121.

[156]

"An extreme value theory approach to the allocation of multiple assets" (Brendan O. Bradley and Murad S. Taqqu). International Journal of Theoretical and Applied Finance 7, Nb. 8 (2004) 1031-1068.

[157]

"Asset allocation when guarding against catastrophic losses: a comparison between the Structure Variable and the Joint Probability Methods" (Brendan O. Bradley and Murad S. Taqqu). Quantitative Finance 4, Nb. 6 (2004) 619-636.

[158]

"Small and large scale behavior of the Poissonized Telecom Process' (Serge Cohen and Murad S. Taqqu). Methodology and Computing in Applied Probability. 6 (2004) 369-379.

[159]

"Stable stationary processes related to cyclic flows" (Vladas Pipiras and Murad S. Taqqu). The Annals of Probability 23, Nb. 3A (2004) 2222-2260.

[160]

"Stochastic properties of the linear multifractional stable motion" (Stilian Stoev and Murad S. Taqqu). Advances in Applied Probability, 36, Nb. 4 (2004) 1085-1115.

[161]

"Framework for analyzing spatial contagion between financial markets" (Brendan O. Bradley and Murad S. Taqqu). Finance Letters 2, Nb. 6 (2004) 8-16.

[162]

"How to estimate spatial contagion between financial markets" (Brendan O. Bradley and Murad S. Taqqu). Finance Letters 3, Nb. 1 (2005) 64-76.

[163]

"Empirical evidence on spatial contagion between financial markets" (Brendan O. Bradley and Murad S. Taqqu). Finance Letters 3, Nb. 1 (2005) 77-86.

[164]

"Path properties of the linear multifractional stable motion" (Stilian Stoev and Murad S. Taqqu). Fractals 13, (2005) 157-178.

[165]

"Asymptotic self-similarity and wavelet estimation for long-range dependent fractional autoregressive integrated moving average time series with stable innovations" (Stilian Stoev and Murad S. Taqqu). Journal of Time Series Analysis 26, Nb. 2 (2005) 211-249.

[166]

"On the wavelet spectrum diagnostic for Hurst parameter estimation in the analysis of Internet traffic" (Stilian Stoev, Murad S. Taqqu, Cheolwoo Park and J. S. Marron). Computer Networks 48, (2005) 423-445.

[167]

"Weak convergence to the tangent process of the linear multifractional stable motion" (Stilian Stoev and Murad S. Taqqu). PLISKA - Studia Mathematica Bulgarica 15 (2005) 271-294.

[168]

"Multifractional processes with random exponent" (Antoine Ayache and Murad S. Taqqu). Publicacions Matemàtiques 49 (2005) 459-486.

[169]

"Impact of the sampling rate on the estimation of the parameters of fractional Brownian motion" (Zhengyuan Zhu and Murad S. Taqqu). Journal of Time Series Analysis. 27, Nb. 3 (2005) 367-380.

[170]

"Fractional Ornstein-Uhlenbeck Lévy processes and the Telecom process: upstairs and downstairs" (Robert Wolpert and Murad S. Taqqu). Signal Processing 85 (2005) 1523-1545.

[171]

"Extremal stochastic integrals: a parallel between max-stable processes and α−stable processes" (Stilian Stoev and Murad S. Taqqu). Extremes, 8 (2005) 237-266.

[172]

"How rich is the class of multifractional Brownian motions" (Stilian Stoev and Murad S. Taqqu). Stochastic Processes and their Applications. 116 No. 2 (2006) 200-221.

[173]

"LASS: a tool for the local analysis of self-similarity" (Stilian Stoev, Murad S. Taqqu, Cheolwoo Park, George Michailidis, J. S. Marron and ). Computational Statistics and Data Analysis 50 (2006) 2447-2471.

[174]

" On a Szeg�¨o type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms" ( Florin Avram and Murad S. Taqqu). Lecture notes in Statistics: "Dependence in Probability and Statistics", Patrice Bertail, Paul Doukhan and Philippe Soulier, editors, volume 187, pages 259-286, 2006, Springer-Verlag, New York.

[175]

"Wick-Itô formula for Gaussian processes" (David Nualart and Murad S. Taqqu). Stochastic Analysis and Applications, 24, No. 3 (2006) 599-614.

[176]

"How complete random permutations affect the dependence structure of stationary sequences with long-range dependence" (Yingchun Zhou and Murad S. Taqqu). Fractals, 14, No. 3 (2006) 205-222.

[177]

Ön the spectral density of the wavelet coefficients of long memory time series with application to the log-regression estimation of the memory parameter" ( Eric Moulines, François Roueff and Murad S. Taqqu). Journal of Time Series Analysis. 28, No. 2 (2006) 155-187.

[178]

"Integral representations of periodic and cyclic fractional stable motions" (Vladas Pipiras and Murad S. Taqqu). Electronic Journal of Probability, 12, (2007) 181-206.

[179]

"Limit theorems for sums of heavy-tailed variables with random dependent weights" (Stilian Stoev and Murad S. Taqqu). Methodology and Computing in Applied Probability. 9, (2007) 55-87.

[180]

"Norm, point, and distance estimation over multiple signals using max-stable distributions" (Stilian A. Stoev, Marios Hadjieleftheriou, George Kollios and Murad S. Taqqu). Proceedings of ICDE 2007 (23rd IEEE ICDE International Conference on Data Engineering, Istambul, April 17-20, 2007), pages 1006-1015.

[181]

"Applying bucket random permutations to stationary sequences with long-range dependence" (Yingchun Zhou and Murad S. Taqqu). Fractals. 15, No. 2 (2007) 105 - 126.

[182]

"Wavelet construction of generalized multifractional processes" (Antoine Ayache and Stéphane Jaffard and Murad S. Taqqu). Revista Matematica Iberoamericana. 23, No. 1 (2007) 327 - 370.

[183]

"Stable convergence of generalized L² stochastic integrals and the principle of conditioning" (Giovanni Peccati and Murad S. Taqqu). Electronic Journal of Probability. 12 (2007), 447 - 480.

[184]

"Self-similarity and Lamperti transformation for random fields" (Marc G. Genton and Olivier Perrin and Murad S. Taqqu). Stochastic Models 23 (2007), 397 - 411.

[185]

"Central limit theorem for the log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context" (Eric Moulines and François Roueff and Murad S. Taqqu). Fractals 15 No 4 (2007) 301-313.

[186]

"Limit theorems for maxima of heavy-tailed terms with random dependent weights" (Stilian Stoev and Murad S. Taqqu). PLISKA - Studia Mathematica Bulgarica 18 (2007), 361-378.

[187]

"Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation" (Vladas Pipiras, Murad S. Taqqu and Patrice Abry) Bernoulli. Vol. 13 No 4 (2007) 1091-1123.

[188]

"Visualization and inference based on wavelet coefficients, SiZer and SiNos" (Cheolwoo Park, Fred Godtliebsen, Murad S. Taqqu, Stilian Stoev and J. S. Marron). Journal of Computational and Graphical Statistics. Vol. 51 (2007) 5994-6012.

[189]

"Confidence intervals for the long memory parameter based on wavelets and resampling" (Pier Luigi Conti, Livia De Giovanni, Stilian A. Stoev and Murad S. Taqqu). Statistica Sinica. Vol. 18, No 2, (2008) 559-579.

[190]

"The dependence structure of log-fractional stable noise with analogy to fractional Gaussian noise" (Joshua B. Levy and Murad S. Taqqu). Rendiconti di Matematica e delle sue Applicazioni, Universitá degli Studi di Roma "La Sapienza", Roma. Serie VII, Vol. 28, No 1 (2008) 97-115.

[191]

"Small and large scale asymptotics of some Lévy stochastic integrals" (Vladas Pipiras and Murad S. Taqqu). Methodology and Computing in Applied Probability. Vol. 10 (2008) 299-314.

[192]

"Identification of periodic and cyclic fractional stable motions" (Vladas Pipiras and Murad S. Taqqu). Annales de l'Institut Henri Poincaré. Vol. 44, Nb. 4 (2008) 612-637.

[193]

"Central limit theorems for double Poisson integrals" (Giovanni Peccati and Murad S. Taqqu). Bernoulli. Vol. 14, No. 3 (2008) 791-821.

[194]

Ä wavelet Whittle estimator of the memory parameter of a non-stationary Gaussian time series" (Eric Moulines and François Roueff and Murad S. Taqqu). The Annals of Statistics. Vol. 36, No 4, (2008) 1925-1956.

[195]

"Convergence to fractional Brownian motion and to the Telecom process: the integral representation approach" ( Ingemar Kaj and Murad S. Taqqu). 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.

[196]

`Non-Markovian diffusion equations and processes: analysis and simulations" (Antonio Mura and Francesco Mainardi and Murad S. Taqqu). Physica A. Vol. 387 (2008) 5033-5064.

[197]

"Wick-Itô formula for regular processes and applications to the Black and Scholes formula" (David Nualart and Murad S. Taqqu). Stochastics.Vol. 80, Nb. 5 (2008) 477-487.

[198]

"Stable convergence of multiple Wiener-Itô integrals" (Giovanni Peccati and Murad S. Taqqu). Journal of Theoretical Probability. Vol 21 (2008) 527-570.

[199]

"Limit theorems for multiple stochastic integrals" (Giovanni Peccati and Murad S. Taqqu). ALEA-Latin American Journal of Probability and Mathematical Statistics. Vol 4 (2008) 393-413.

[200]

"Central limit theorems for arrays of decimated linear processes" (François Roueff and Murad S. Taqqu). Stochastic Processes and their Applications. Vol. 119 (2009) 3006-3041.

[201]

"Testing diffusion processes for non-stationarity" (Jeff Hamrick and Murad S. Taqqu). Mathematical Methods in Operations Research 69, No. 3 (2009) 509-551.

[202]

"Multivariate partial differential equations describing the evolution of a Gaussian process" ( Mark Veillette and Murad S. Taqqu). Stochastics and Dynamics 9, No. 4 (2009) 493-518.

[203]

"Asymptotic normality of wavelet estimators of the memory parameter for linear processes" (François Roueff and Murad S. Taqqu). Time Series Analysis 30, No. 5 (2009) 534-558.

[204]

"Estimators of Long-Memory: Fourier versus Wavelets" (Gilles Faÿ, Eric Moulines, François Roueff and Murad S. Taqqu). In a volume honoring Peter M. Robinson. Annals of Econometrics 151, No. 2 (2009) 159-177.

[205]

"Stein's method and normal approximation of Poisson functionals" (Giovanni Peccati, Josep Llu�ís Sol�é, Frederic Utzet and Murad S. Taqqu). The Annals of Probability 38 No 2 (2010) 443-478.

[206]

"A multiple stochastic integral criterion for almost sure limit theorems" (Bernard Bercu and Ivan Nourdin and Murad S. Taqqu). Stochastic Processes and their Applications. 120 (2010) 1607-1628.

[207]

"Semi-additive functionals and cocycles in the context of self-similarity" (Vladas Pipiras and Murad S. Taqqu). Discussiones Mathematicae: Probability and Statistics. 30 (2010) 149-177.

[208]

"Regularization and integral representations of Hermite processes" (Vladas Pipiras and Murad S. Taqqu). Probability and Statistics Letters. 80 (2010) 2014-2023.

[209]

"Numerical computation of first-passage times of increasing Lévy processes" (Mark Veillette and Murad S. Taqqu). Methodology and Computing in Applied Probability. 12 (2010) 695-729.

[210]

"Using partial differential equations to obtain joint moments of first-passage times of increasing Lévy processes" (Mark Veillette and Murad S. Taqqu). Statistics and Probability Letters. 80 (2010) 697-705.

[211]

"A technique for computing the PDFs and CDFs of non-negative infinitely divisible random variables" (Mark Veillette and Murad S. Taqqu). Journal of Applied Probability 48, No. 1 (2011) 217-237.

[212]

"The long-range dependence of linear log-fractional stable motion" (Joshua Levy and Murad S. Taqqu). Communication on Stochastic Analysis (COSA), 5, No 1 (2011) 187-210.

[213]

"The Rosenblatt process". (Murad S. Taqqu). In: Selected Works of Murray Rosenblatt. Richard Davis, Keh-Shin Lii , Dimitris N.Politis,, editors (2011) 29-45. Springer Verlag, New York.

[214]

"Fractional elliptic, hyperbolic and parabolic random fields" ( Nikolai N. Leonenko, Maria D. Ruiz-Medina and Murad S. Taqqu). Electronic Journal of Probability. 16 No. 40, (2011) 1134-1172.

[215]

"Estimating heavy-tail exponents through max self-similarity" (Stilian Stoev and George Michailidis and Murad S. Taqqu). IEEE Transactions of Information Theory 57, No. 3 (2011) 1615-1635.

[216]

"Asymptotic properties of U-processes under long-range dependence" ( Céline Lévy-Leduc, Hélène Boistard, Eric Moulines, Valderio Anselmo Reisen and Murad S. Taqqu). The Annals of Statistics. 39 No. 3 (2011) 1399-1426.

[217]

"Robust estimation of the scale and of the autocovariance function of Gaussian short and long-range dependent processes" (Céline Lévy-Leduc, Hélène Boistard, Eric Moulines, Murad S. Taqqu and Valderio Anselmo Reisen). Journal of Time Series Analysis 32 No. 2 (2011) 135-156.

[218]

"Large sample behavior of some well-known robust estimators under long-range dependence" (Céline Lévy-Leduc, Hélène Boistard, Eric Moulines, Murad S. Taqqu and Valderio Anselmo Reisen. Statistics. 45, No. 1 (2011) 59-71.

[219]

"Maximum penalized quasi-likelihood estimation of the diffusion function" (Jeff Hamrick, Yifei Huang, Constantinos Kardaras and Murad S. Taqqu). Quantitative Finance. 11, No. 11 (2011) 1675-2684.

[220]

"Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables" (Mark Veillette and Murad S. Taqqu). Stochastic Processes and its Applications. 122 (2012) 885-909

[221]

"Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory" (Marianne Clausel, François Roueff, Murad S. Taqqu and Ciprian Tudor). Applied and Computational Harmonic Analysis (ACHA). 32 (2012) 223-241.

[222]

"On the codifference of linear fractional stable motion" (Joshua B. Levy and Murad S. Taqqu). Séminaires et Congrès. 28 (2012) 89-113.

[223]

"Distribution functions of Poisson random integrals: analysis and computation (Mark Veillette and Murad S. Taqqu). Methodology and Computing in Applied Probability. 14 (2012) 169-202.

[224]

"Nonparametric change-point tests for long-range dependent data" (Herold Dehling, Aeneas Rooch and Murad S. Taqqu). Scandinavian Journal of Statistics, 40 No.1 (2013) 153-173.

[225]

"Benoît Mandelbrot and fractional Brownian motion". Statistical Science. 28 No. 1(2013) 131-134. DOI: 10.1214/12-STS389

[   ]

"Benoît Mandelbrot et le mouvement Brownien fractionnaire". (Murad S. Taqqu). Gazette des Mathématiciens, Société Mathématique de France. 136 April 2013, 23-28.

[226]

"Properties and numerical evaluation of the Rosenblatt distribution" (Mark Veillette and Murad S. Taqqu). 19 No. 3 (2013), 982-1005. Bernoulli.

[   ]

Supplemental article: Supplement to "Properties and numerical evaluation of the Rosenblatt distribution"

[227]

"Long-range dependence and the rank of decompositions" ( Céline Lévy-Leduc and Murad S. Taqqu). AMS Contemporary Mathematics series. 601 (2013) 289-305.

[228]

"High order chaotic limits of wavelet scalograms under long-range dependence" ( Marianne Clausel, François Roueff, Ciprian Tudor and Murad S. Taqqu). ALEA-Latin American Journal of Probability and Mathematical Statistics 10 No 2 (2013), 979-1011.

[229]

"Multivatiate limit theorems in the context of long-range dependence" ( Shuyang Bai and Murad S. Taqqu). The Journal of Time Series Analysis. 34(6) (2013) 717-743.

[230]

"Multivariate limits of multilinear polynomial-form processes with long memory" ( Shuyang Bai and Murad S. Taqqu). Statistics and Probability Letters. 83 No. 11 (2013) 2473-2485. ArXiv 0699525.

[231]

"Generalized Hermite processes, discrete chaos, and limit theorems" (Shuyang Bai and Murad S. Taqqu). Stochastic Processes and their Applications. 124 (2014) 1710-1739.

[232]

"Hermite ranks and U-statistics" (Céline Lévy-Leduc and Murad S. Taqqu). Metrika. 77 (2014) 105-136.

[233]

"Central and non-central limit theorems in a free probability setting" (Ivan Nourdin and Murad S. Taqqu). Journal of Theoretical Probability. 27 (2014) 220-248.

[234]

"Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders" (Marianne Clausel, François Roueff, Murad S. Taqqu and Ciprian Tudor). Stochastic Processes and their Applications. Volume 124 Nb.7, July 2014, Pages 2517-2541.

[235]

"Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes" (Marianne Clausel, François Roueff, Murad S. Taqqu and Ciprian Tudor). ESAIM: Probability and Statistics. 18 (2014), pp 42-76.

[236]

"The asymptotic codifference and covariation of log-fractional stable noise" (Joshua B. Levy and Murad S. Taqqu). Journal of Econometrics. 181, Issue 1, July 2014, Pages 34-43.

[237]

"Structure of the third moment of the generalized Rosenblatt distribution" (Shuyang Bai and Murad S. Taqqu). Statistics and Probability Letters. 94 (2014) 144-152.

[238]

"The trace problem for Toeplitz matrices and operators and its impact in probability" (Mamikon S. Ginovyan, Artur A. Sahakyan and Murad S. Taqqu). Probability Surveys. 11 (2014) 393-440.

[239]

"Scaling properties of the partition function of linear fractional stable motion and estimation of its parameters" (Danijel Grahovac and Nikolai N. Leonenko and Murad S. Taqqu). Journal of Statistical Physics 158 (2015) 105-119.

[240]

"Weak convergence of the empirical process of intermittent maps in L² under long-range dependence" (Jerome Dedecker and Herold Dehling and Murad S. Taqqu). Stochastics and Dynamics. 15 No. 2 (2015) pages 1550008-1 - 1550008-29.

[241]

"Large scale reduction principle and application to hypothesis testing" ( Marianne Clausel and François Roueff and Murad S. Taqqu). Electronic Journal of Statistics. 9 (2014) 153-203.

[242]

"Convergence of long-memory discrete k-th order Volterra processes" (Shuyang Bai and Murad S. Taqqu). Stochastic Processes and their Applications. 125 (2015) 2026-2053.

[243]

"Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes" (Shuyang Bai and Mamikon S. Ginovyan and Murad S. Taqqu). Statistics and Probability Letters. 104 (2015) 58–67.

[244]

"Long-range dependence of the two-dimensional Ising model at critical temperature" (Vladas Pipiras and Murad S. Taqqu). In: Benoît Mandelbrot: A Life in many Dimensions. Michael Frame and Nathan Cohen, editors (2015 and Murad S. Taqqu). Chapter 18, Pages 399-440. World Scientific, Singapore.

[245]

"Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes" (Shuyang Bai and Mamikon S. Ginovyan and Murad S. Taqqu). Stochastic Processes and their Applications 126 (2016) 1036–-1065.

[246]

"Short-range dependent processes subordinated to the Gaussian may not be strong mixing" (Shuyang Bai and Murad S. Taqqu). Statistics and Probability Letters (2016 and Murad S. Taqqu). 110 (2016) 198–-200.

[247]

Äsymptotic normality for quadratic forms of martingale differences" (Liudas Giraitis and Masanobu Taniguchi and Murad S. Taqqu). Statistical Inference for Stochastic Processes (SISP), Online (2016 and Murad S. Taqqu).

[248]

"The universality of homogeneous polynomial forms and critical limits" (Shuyang Bai and Murad S. Taqqu). Journal of Theoretical Probability. 29 (2016) 1710-1727.

[249]

"The impact of the diagonals of polynomial forms on limit theorems with long memory" (Shuyang Bai and Murad S. Taqqu). Bernoulli 23 No 1, (2017) 710-742.

[250]

"Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence " (Nikolai N. Leonenko, Maria D. Ruiz-Medina and Murad S. Taqqu). Stochastic Analysis and Applications. 35 No. 1 (2017) 144-177.

[251]

"Behavior of the generalized Rosenblatt process at extreme critical exponent values" (Shuyang Bai and Murad S. Taqqu). The Annals of Probability. Vol. 45, No. 2, (2016) 1278-1324. DOI: 10.1214/15-AOP1087

[252]

Ä unified approach to self-normalized block sampling" (Shuyang Bai and Ting Zhang and Murad S. Taqqu). Stochastic Processes and their Applications. Vol 126, Issue 8, (August 2016) 2465-2493.

[253]

"Non-central limit theorems for random fields subordinated to gamma-correlated random fields" (Nikolai N. Leonenko, Maria D. Ruiz-Medina and Murad S. Taqqu). Bernoulli Vol. 23, No. 4B, 3469-3507 (2017 and Murad S. Taqqu).

[254]

"Power of change-point tests from long-range dependent data" (Aeneas Rooch and Herold Dehling and Murad S. Taqqu). Electronic Journal of Statistics Vol. 11 (2017) 2168-7524

[255]

Ön the validity of resampling methods under long memory" (Shuyang Bai and Murad S. Taqqu). The Annals of Statistics Vol. 45, No 6,(2017) 2365-2399.

[256]

Än M-estimator for the long-memory parameter". ( Fabio Alexander Fajardo, Valderio Anselmo Reisen, Céline Lévy-Leduc and Murad S. Taqqu). Journal of Statistical Planning and Inference. vol. 187, p. 44-55, (2017 and Murad S. Taqqu).

[257]

"M-periodogram for the analysis of long-range dependent time series" ( Fabio Alexander Fajardo, Valderio Anselmo Reisen, Céline Lévy-Leduc and Murad S. Taqqu). Statistics: A Journal of Theoretical and Applied Statistics. (2018 and Murad S. Taqqu). ONLINE

[258]

"How the instability of ranks in non-central limit theorems affects large-sample inference under long memory" (Shuyang Bai and Murad S. Taqqu). Statistical Science Vol. 33, No. 1, 96-116 (2018)

[259]

"Intermittency of trawl processes" (Danijel Grahovac and Nikolai N. Leonenko and Murad S. Taqqu). Statistics and Probability Letters (2018 and Murad S. Taqqu). Volume 137, June 2018, Pages 235-242.

[260]

"Sensitivity of the Hermite rank" (Shuyang Bai and Murad S. Taqqu). Stochastic Processes and their Applications.(2018)

[261]

Ëstimation pitfalls when the noise is not i.i.d." (Liudas Giraitis and Masanobu Taniguchi and Murad S. Taqqu). Japanese Journal of Statistics and Data Science. Volume 1, Pages 59-80.

[262]

"Estimation of the Covariance Function of Gaussian Isotropic Random Fields on Spheres, related Rosenblatt-type Distributions and the Cosmic Variance Problem". (Nikolai N. Leonenko and Gyorgy Terdik and Murad S. Taqqu). Electronic Journal of Statistics. 12 (2018) 3114-3146.

[263]

"Robust regression on stationary time series: a self-normalized resampling approach" (Shuyang Bai and Fumiya Akashi and Murad S. Taqqu). Journal of Time Series Analysis. 39, (2018) 417–-432.

[264]

"Non-stationary self-similar Gaussian processes as scaling limits of power-law shot noise processes and generalizations of fractional Brownian motion" (Guodong Pang and Murad S. Taqqu). High Frequency 2 (2019) 95-112.

[265]

"Four moments theorems on Markov chains" (Solesne Bourguin, Simon Campese, Nikolai N. Leonenko and Murad S. Taqqu). Annals of Probability. Vol. 47, No. 3, (2019), 1417-1446.

[266]

"The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type" (Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Alla; Taqqu, Murad S.). Bernoulli. Vol. 25, No. 3, (2019), 2029-2050

[267]

"A self-normalized semi-parametric test to detect changes in the long memory parameter" (Taqqu, Murad S.; Zhang, Ting). J. Time Series Analysis. Vol. 40, No. 4, (2019), 411-424

[268]

"Limit theorems for long-memory flows on Wiener chaos" (Bai, Shuyang; Taqqu, Murad S.). Bernoulli. Vol. 26, No. 2, (2020), 1473-1503

[269]

"The multifaceted behavior of integrated supOU processes: the infinite variance case" (Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S.). J. Theoret. Probab.. Vol. 33, No. 4, (2020), 1801-1831

[270]

"Intermittency and infinite variance: the case of integrated supOU processes" (Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S.). Electronic J. Probab.. Vol. 26, Paper No. 56, (2021) 31 pages

[271]

"Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences" (Babayan, Nikolay M.; Ginovyan, Mamikon S.; Taqqu, Murad S.). J. Time Series Analysis. Vol. 42, No. 5-6 (2022) 622-652

[272]

"Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications" (Ginovyan, Mamikon S.; Taqqu, Murad S.). Probab. Surv.. Vol. 19, (2022) 1-64

[273]

"Path properties of a generalized fractional Brownian motion" (Ichiba, Tomoyuki; Pang, Guodong; Taqqu, Murad S.). J. Theoret. Probab.. Vol. 35, No. 1 (2022) 550-574

Go to the top of the list.