MURAD S. TAQQU

PREPRINTS

ARTICLES ACCEPTED FOR PUBLICATION

[1]

Ä self-normalized semiparametric test to detect changes in the long memory parameter" ( Ting Zhang and Murad S. Taqqu). Journal of Time Series Analysis. Online 2019.

[2]

"The unusual properties of long-range dependent superpositions of Ornstein-Uhlenbeck type processes" (Danijel Grahovac, Nikolai N. Leonenko and Alla Sikorskii and Murad S. Taqqu). Preprint 2016. To appear in Berno\ ulli.

[3]

"Limit theorems and the scaling of moments of integrated finite variance supOU processes" (Danijel Grahovac and Nikolai N. Leonenko and Murad S. Taqqu). To appear in Stochastic Processes and their Applications. (2019).

[4]

"SIGCOMM 50th Birthday: Lessons from \223On the Self-Similar Nature of Ethernet Traffic\224 ( Walter Willinger and Daniel V. Wilson and Murad S. Taqqu). Editorial: To appear in Computer Com\ munication Review, ACM Sigcomm (2019).

ARTICLES SUBMITTED FOR PUBLICATION

[1]

"The multifaceted behavior of integrated supOU processes: The infinite variance case" (Danijel Grahovac and Nikolai N. Leonenko and Murad S. Taqqu). Preprint 2018.

[2]

"Limit theorems for long-memory flows on Wiener chaos" (Shuyang Bai and Murad S. Taqqu). Preprint 2018.

[3]

Ïntermittency and infinite variance: the case of integrated supOU processes" (Danijel Grahovac and Nikolai N. Leonenko and Murad S. Taqqu). Preprint 2019.