MURAD S. TAQQU

PREPRINTS


ARTICLES ACCEPTED FOR PUBLICATION

  1. ``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]

  2. ``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]

  3. ``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]

  4. "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]

  5. "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]