MURAD S. TAQQU

BOOKS

  1. Dependence in Probability and Statistics: A Survey of Recent Results. E. Eberlein and M.S. Taqqu, editors. Progress in Probability and Statistics Series, Vol. 11. ISBN 0-8176-3323-5. Birkhäuser, Boston (1986).

  2. Stable Processes and Related Topics. S. Cambanis, G. Samorodnitsky and M.S. Taqqu, editors. Progress in Probability Series. Vol. 25. ISBN 0-8176-3485-1. Birkhäuser, Boston (1991).

  3. New Directions in Time Series Analysis, Part I D. Brillinger, P. Caines, J. Geweke, E. Parzen, M. Rosenblatt and M.S. Taqqu, editors. The IMA Volumes in Mathematics and its Applications. Series. Vol. 45. ISBN 0-387-97896-8. Springer Verlag, New York, (1992).

  4. New Directions in Time Series Analysis, Part II. D. Brillinger, P. Caines, J. Geweke, E. Parzen, M. Rosenblatt and M.S. Taqqu, editors. The IMA Volumes in Mathematics and its Applications. Series. Vol. 46. ISBN 0-387-97914-X. Springer Verlag, New York, (1992).

  5. Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance. Gennady Samorodnitsky and Murad S. Taqqu, ISBN 0-412-05171-0, Chapman and Hall, New York (1994).

  6. 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).

  7. A Practical Guide to Heavy Tails: Statistical Techniques and Applications. Robert J. Adler, Raisa E. Feldman and Murad S. Taqqu, editors. ISBN 0-8176-3951-9. Birkhäuser, Boston (1998).

  8. Theory and Applications of Long-Range Dependence. Paul Doukhan, Georges Oppenheim and Murad S.Taqqu editors. ISBN 0-8176-4168-8. Birkhäuser, Boston (2003).

  9. Wiener Chaos: Moments, Cumulants and Diagrams, A survey withComputer Implementation. Giovanni Peccati and Murad S.&nbs p;Taqqu.ISBN 978-88-470-1679-8. Springer-Verlag Italia (2011).

  10. Long-Range Dependence and Self-Similarity.Vladas Pipiras and Murad S. Taqqu. 668 pages.ISBN 978-1-107-03946-9.DOI : 10.1017/9781139600347Cambridge University Press (2017).

  11. Stable non-Gaussian Self-Similar Processes with Stationary Increments.Vladas Pipiras and Murad S. Taqqu.135 pages .ISBN: 978-3-319-62330-6 (Print); 978-3-319-62331-3 (Online).DOI 10.1007/978-3-319-62331-3.Springer Verlag (2017).