Kokoszka, Piotr S.; Taqqu, Murad S. Can one use the Durbin-Levinson algorithm to generate infinite variance fractional ARIMA time series? (English) Zbl 0978.62082 J. Time Ser. Anal. 22, No. 3, 317-338 (2001). Reviewer: A.V.Swishchuk (Kyïv) MSC: 62M10 60G15 65C60 PDFBibTeX XMLCite \textit{P. S. Kokoszka} and \textit{M. S. Taqqu}, J. Time Ser. Anal. 22, No. 3, 317--338 (2001; Zbl 0978.62082) Full Text: DOI
Kokoszka, P. S.; Taqqu, M. S. Discrete time parametric models with long memory and infinite variance. (English) Zbl 0990.62080 Math. Comput. Modelling 29, No. 10-12, 203-215 (1999). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{P. S. Kokoszka} and \textit{M. S. Taqqu}, Math. Comput. Modelling 29, No. 10--12, 203--215 (1999; Zbl 0990.62080) Full Text: DOI
Kokoszka, P. S.; Taqqu, M. S. The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables. (English) Zbl 0889.60017 Stochastic Processes Appl. 66, No. 1, 21-40 (1997). MSC: 60F05 60E07 PDFBibTeX XMLCite \textit{P. S. Kokoszka} and \textit{M. S. Taqqu}, Stochastic Processes Appl. 66, No. 1, 21--40 (1997; Zbl 0889.60017) Full Text: DOI
Kokoszka, Piotr S.; Taqqu, Murad S. Infinite variance stable moving averages with long memory. (English) Zbl 0857.62087 J. Econom. 73, No. 1, 79-99 (1996). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{P. S. Kokoszka} and \textit{M. S. Taqqu}, J. Econom. 73, No. 1, 79--99 (1996; Zbl 0857.62087) Full Text: DOI
Kokoszka, Piotr S.; Taqqu, Murad S. A characterization of mixing processes of type G. (English) Zbl 0853.60034 J. Theor. Probab. 9, No. 1, 3-17 (1996). Reviewer: E.Slud (College Park) MSC: 60G05 60E07 PDFBibTeX XMLCite \textit{P. S. Kokoszka} and \textit{M. S. Taqqu}, J. Theor. Probab. 9, No. 1, 3--17 (1996; Zbl 0853.60034) Full Text: DOI
Kokoszka, Piotr S.; Taqqu, Murad S. Parameter estimation for infinite variance fractional ARIMA. (English) Zbl 0896.62092 Ann. Stat. 24, No. 5, 1880-1913 (1996). MSC: 62M10 60E07 62F12 PDFBibTeX XMLCite \textit{P. S. Kokoszka} and \textit{M. S. Taqqu}, Ann. Stat. 24, No. 5, 1880--1913 (1996; Zbl 0896.62092) Full Text: DOI
Kokoszka, Piotr S.; Taqqu, Murad S. Fractional ARIMA with stable innovations. (English) Zbl 0846.62066 Stochastic Processes Appl. 60, No. 1, 19-47 (1995). Reviewer: J.Anděl (Praha) MSC: 62M10 60G10 60E07 PDFBibTeX XMLCite \textit{P. S. Kokoszka} and \textit{M. S. Taqqu}, Stochastic Processes Appl. 60, No. 1, 19--47 (1995; Zbl 0846.62066) Full Text: DOI
Kokoszka, Piotr S.; Taqqu, Murad S. New classes of self-similar symmetric stable random fields. (English) Zbl 0806.60026 J. Theor. Probab. 7, No. 3, 527-549 (1994). Reviewer: V.Parkhomenko (Kiev) MSC: 60G18 60G60 PDFBibTeX XMLCite \textit{P. S. Kokoszka} and \textit{M. S. Taqqu}, J. Theor. Probab. 7, No. 3, 527--549 (1994; Zbl 0806.60026) Full Text: DOI
Kokoszka, Piotr S.; Taqqu, Murad S. Infinite variance stable ARMA processes. (English) Zbl 0804.62082 J. Time Ser. Anal. 15, No. 2, 203-220 (1994). Reviewer: G.Wittwer (Dresden) MSC: 62M10 62G20 PDFBibTeX XMLCite \textit{P. S. Kokoszka} and \textit{M. S. Taqqu}, J. Time Ser. Anal. 15, No. 2, 203--220 (1994; Zbl 0804.62082) Full Text: DOI
Kokoszka, Piotr S.; Taqqu, Murad S. Asymptotic dependence of moving average type self-similar stable random fields. (English) Zbl 0771.60026 Nagoya Math. J. 130, 85-100 (1993). Reviewer: M.S.Taqqu (Boston) MSC: 60G15 60E07 60G60 PDFBibTeX XMLCite \textit{P. S. Kokoszka} and \textit{M. S. Taqqu}, Nagoya Math. J. 130, 85--100 (1993; Zbl 0771.60026) Full Text: DOI
Kokoszka, Piotr S.; Taqqu, Murad S. Asymptotic dependence of stable self-similar processes of Chentsov type. (English) Zbl 0787.60047 Dudley, Richard M. (ed.) et al., Probability in Banach spaces, 8: Proceedings of the eighth international conference, held at Bowdoin College in summer of 1991. Boston, MA: Birkhäuser. Prog. Probab. 30, 152-165 (1992). Reviewer: M.Iosifescu (Bucureşti) MSC: 60G18 60E07 60G60 60G10 PDFBibTeX XMLCite \textit{P. S. Kokoszka} and \textit{M. S. Taqqu}, Prog. Probab. 30, 152--165 (1992; Zbl 0787.60047)