MURAD S. TAQQU

PREPRINTS

ARTICLES ACCEPTED FOR PUBLICATION

1. ``LASS: a tool for the local analysis of self-similarity'' (with Stilian Stoev, Cheolwoo Park, George Michailidis, J. S. Marron). Preprint 2004. To appear in Computational Statistics and Data Analysis.
   [Authors: S,T,P,Mi,Ma]

2. ``Multifractional processes with random exponent'' (with Antoine Ayache). Preprint 2004. To appear in Publicacions Matemàtiques (Secció de Matemàtiques de la Universitat Autònoma de Barcelona).
   [Authors: A,T]

3. ``Fractional Ornstein-Uhlenbeck Lévy processes and the Telecom process: upstairs and downstairs'' (with Robert Wolpert). Preprint 2004. To appear in Signal Processing.
   [Authors: W,T]

4. ``Impact of the sampling rate on the estimation of the parameters of fractional Brownian motion'' (with Zhengyuan Zhu). Preprint 2004. To appear in the Journal of Time Series Analysis.
   [Authors: Z,T]

5. ``Wavelet construction of Generalized Multifractional processes'' (with Antoine Ayache and Stephane Jaffard). Preprint 2004. To appear in Revista Matematica Iberoamericana.
   [Authors: A,J,T]

6. ``How rich is the class of multifractional Brownian motions'' (with Stilian Stoev). Preprint 2004. To appear in Stochastic Processes and their Application.
   [Authors: S,T]

7. "Wick-Itô formula for Gaussian processes'' (with David Nualart). Preprint 2005. To appear in Stochastic Analysis and Applications.
   [Authors: N,T]

8. "How complete random permutations affect the dependence structure of stationary sequences with long-range dependence'' (with Yingchun Zhou). Preprint 2005. To appear in Fractals.
   [Authors: Z,T]

9. ``Applications of a generalized Brascamp-Lieb-Barthe inequality and a Generalized Szegö theorem to the asymptotic theory of sums, integrals and quadratic forms'' (with Florin Avram). To appear in the Lecture Notes in Statistics series, title Dependence in Probability and Statistics. Patrice Bertail, Paul Doukhan and Philippe Soulier, editors, Springer-Verlag, New York Preprint 2005.
   [Authors: A,T]