MURAD S. TAQQU

PREPRINTS

ARTICLES ACCEPTED FOR PUBLICATION

- ``Semi-additive functionals and cocycles in the context of self-similarity'' (with Vladas Pipiras). Preprint 2004. To appear in
Discussiones Mathematicae: Probability and Statistics.

[Authors: P,T]

- ``Estimators of Long-Memory: Fourier versus Wavelets'' (with Gilles Fäy, Eric Moulines and François Roueff). Peter Robinson Festschrift. Preprint 2008. To appear in the
Annals of Econometrics.

[Authors: F,M,R,T]

- ``Stein's method and normal approximation of Poisson functionals'' (with Giovanni Peccati, Josep Lluís Solé, Frederic Utzet). Preprint 2008. To appear in
The Annals of Probability.

[Authors: P,S,T,U]

- "Multivariate partial differential equations describing the evolution of a Gaussian process'' (with Mark Veillette). Preprint 2008. To appear in
Stochastics and Dynamics}.

[Authors: V,T]

- "Numerical computation of first-passage times of increasing Lévy processes'' (with Mark Veillette). Preprint 2008. To appear in
Methodology and Computing in Applied Probability.

[Authors: V,T]