MURAD S. TAQQU
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.
- ``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.
- ``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.
- "Multivariate partial differential equations describing the evolution of a Gaussian process'' (with Mark Veillette). Preprint 2008. To appear in Stochastics and Dynamics}.
- "Numerical computation of first-passage times of increasing Lévy processes'' (with Mark Veillette). Preprint 2008. To appear in Methodology and Computing in Applied Probability.