Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Intermittency and multiscaling in limit theorems. (English) Zbl 1504.60075 Fractals 30, No. 7, Article ID 2250137, 18 p. (2022). MSC: 60G52 60F05 60G10 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Fractals 30, No. 7, Article ID 2250137, 18 p. (2022; Zbl 1504.60075) Full Text: DOI arXiv
Ichiba, Tomoyuki; Pang, Guodong; Taqqu, Murad S. Path properties of a generalized fractional Brownian motion. (English) Zbl 1495.60023 J. Theor. Probab. 35, No. 1, 550-574 (2022). MSC: 60G22 60G18 60G17 60G05 60G15 PDFBibTeX XMLCite \textit{T. Ichiba} et al., J. Theor. Probab. 35, No. 1, 550--574 (2022; Zbl 1495.60023) Full Text: DOI arXiv
Ginovyan, Mamikon S.; Taqqu, Murad S. Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications. (English) Zbl 1486.60045 Probab. Surv. 19, 1-64 (2022). Reviewer: Julien Poisat (Paris) MSC: 60F05 60G10 60G15 62F12 62G05 PDFBibTeX XMLCite \textit{M. S. Ginovyan} and \textit{M. S. Taqqu}, Probab. Surv. 19, 1--64 (2022; Zbl 1486.60045) Full Text: DOI arXiv Link
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Intermittency and infinite variance: the case of integrated supou processes. (English) Zbl 1480.60122 Electron. J. Probab. 26, Paper No. 56, 31 p. (2021). MSC: 60G52 60F05 60G10 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Electron. J. Probab. 26, Paper No. 56, 31 p. (2021; Zbl 1480.60122) Full Text: DOI arXiv
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. The multifaceted behavior of integrated supOU processes: the infinite variance case. (English) Zbl 1469.60078 J. Theor. Probab. 33, No. 4, 1801-1831 (2020). MSC: 60F05 60G52 60G10 60G51 PDFBibTeX XMLCite \textit{D. Grahovac} et al., J. Theor. Probab. 33, No. 4, 1801--1831 (2020; Zbl 1469.60078) Full Text: DOI arXiv
Bai, Shuyang; Taqqu, Murad S. Limit theorems for long-memory flows on Wiener chaos. (English) Zbl 1466.60072 Bernoulli 26, No. 2, 1473-1503 (2020). MSC: 60G10 28D05 60F05 60G15 60G18 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, Bernoulli 26, No. 2, 1473--1503 (2020; Zbl 1466.60072) Full Text: DOI Euclid
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes. (English) Zbl 1427.60045 Stochastic Processes Appl. 129, No. 12, 5113-5150 (2019). MSC: 60F05 60G10 60G51 60G18 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Stochastic Processes Appl. 129, No. 12, 5113--5150 (2019; Zbl 1427.60045) Full Text: DOI arXiv Link
Taqqu, Murad S.; Zhang, Ting A self-normalized semi-parametric test to detect changes in the long memory parameter. (English) Zbl 1421.62134 J. Time Ser. Anal. 40, No. 4, 411-424 (2019). MSC: 62M15 62E20 62M10 65C05 PDFBibTeX XMLCite \textit{M. S. Taqqu} and \textit{T. Zhang}, J. Time Ser. Anal. 40, No. 4, 411--424 (2019; Zbl 1421.62134) Full Text: DOI
Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Alla; Taqqu, Murad S. The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes. (English) Zbl 1466.60095 Bernoulli 25, No. 3, 2029-2050 (2019). MSC: 60G51 60E07 60G10 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Bernoulli 25, No. 3, 2029--2050 (2019; Zbl 1466.60095) Full Text: DOI arXiv Euclid
Bai, Shuyang; Taqqu, Murad S. Sensitivity of the Hermite rank. (English) Zbl 1412.62114 Stochastic Processes Appl. 129, No. 3, 822-840 (2019). MSC: 62M10 60F05 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, Stochastic Processes Appl. 129, No. 3, 822--840 (2019; Zbl 1412.62114) Full Text: DOI arXiv
Giraitis, Liudas; Taniguchi, Masanobu; Taqqu, Murad S. Estimation pitfalls when the noise is not i.i.d. (English) Zbl 1430.62044 Jpn. J. Stat. Data Sci. 1, No. 1, 59-80 (2018). MSC: 62E20 60F05 60G44 PDFBibTeX XMLCite \textit{L. Giraitis} et al., Jpn. J. Stat. Data Sci. 1, No. 1, 59--80 (2018; Zbl 1430.62044) Full Text: DOI Link
Bai, Shuyang; Taqqu, Murad S. How the instability of ranks under long memory affects large-sample inference. (English) Zbl 1407.62274 Stat. Sci. 33, No. 1, 96-116 (2018). MSC: 62J10 60F05 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, Stat. Sci. 33, No. 1, 96--116 (2018; Zbl 1407.62274) Full Text: DOI arXiv Euclid
Leonenko, Nikolai N.; Taqqu, Murad S.; Terdik, Gyorgy H. Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem. (English) Zbl 1403.62173 Electron. J. Stat. 12, No. 2, 3114-3146 (2018). MSC: 62M30 60G60 60F05 62P35 85A25 PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., Electron. J. Stat. 12, No. 2, 3114--3146 (2018; Zbl 1403.62173) Full Text: DOI Euclid
Fajardo, F. A.; Reisen, V. A.; Lévy-Leduc, Celine; Taqqu, M. S. \(M\)-periodogram for the analysis of long-range-dependent time series. (English) Zbl 1408.62146 Statistics 52, No. 3, 665-683 (2018). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M15 62F35 62F12 62J05 62E20 PDFBibTeX XMLCite \textit{F. A. Fajardo} et al., Statistics 52, No. 3, 665--683 (2018; Zbl 1408.62146) Full Text: DOI
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Intermittency of trawl processes. (English) Zbl 1406.60052 Stat. Probab. Lett. 137, 235-242 (2018). MSC: 60G10 60E07 60G18 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Stat. Probab. Lett. 137, 235--242 (2018; Zbl 1406.60052) Full Text: DOI arXiv
Reisen, V. A.; Lévy-Leduc, C.; Taqqu, M. S. An \(M\)-estimator for the long-memory parameter. (English) Zbl 1391.62173 J. Stat. Plann. Inference 187, 44-55 (2017). MSC: 62M10 62F10 62M09 PDFBibTeX XMLCite \textit{V. A. Reisen} et al., J. Stat. Plann. Inference 187, 44--55 (2017; Zbl 1391.62173) Full Text: DOI
Leonenko, N. N.; Ruiz-Medina, M. D.; Taqqu, M. S. Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence. (English) Zbl 1359.60066 Stochastic Anal. Appl. 35, No. 1, 144-177 (2017). MSC: 60G60 60G15 60F99 60E07 60E10 60H05 PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., Stochastic Anal. Appl. 35, No. 1, 144--177 (2017; Zbl 1359.60066) Full Text: DOI arXiv Link
Bai, Shuyang; Taqqu, Murad S. The universality of homogeneous polynomial forms and critical limits. (English) Zbl 1357.60021 J. Theor. Probab. 29, No. 4, 1710-1727 (2016). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 62E20 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, J. Theor. Probab. 29, No. 4, 1710--1727 (2016; Zbl 1357.60021) Full Text: DOI arXiv
Bai, Shuyang; Taqqu, Murad S.; Zhang, Ting A unified approach to self-normalized block sampling. (English) Zbl 1338.62123 Stochastic Processes Appl. 126, No. 8, 2465-2493 (2016). MSC: 62G09 60G18 PDFBibTeX XMLCite \textit{S. Bai} et al., Stochastic Processes Appl. 126, No. 8, 2465--2493 (2016; Zbl 1338.62123) Full Text: DOI arXiv
Bai, Shuyang; Taqqu, Murad S. Short-range dependent processes subordinated to the Gaussian may not be strong mixing. (English) Zbl 1345.60034 Stat. Probab. Lett. 110, 198-200 (2016). MSC: 60G15 60G18 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, Stat. Probab. Lett. 110, 198--200 (2016; Zbl 1345.60034) Full Text: DOI arXiv
Bai, Shuyang; Ginovyan, Mamikon S.; Taqqu, Murad S. Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes. (English) Zbl 1333.60024 Stochastic Processes Appl. 126, No. 4, 1036-1065 (2016). MSC: 60F05 60G51 60G18 60J65 60G22 60H05 PDFBibTeX XMLCite \textit{S. Bai} et al., Stochastic Processes Appl. 126, No. 4, 1036--1065 (2016; Zbl 1333.60024) Full Text: DOI
Bai, Shuyang; Ginovyan, Mamikon S.; Taqqu, Murad S. Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes. (English) Zbl 1322.60027 Stat. Probab. Lett. 104, 58-67 (2015). MSC: 60F17 60F05 60G15 60G10 60J65 60H05 PDFBibTeX XMLCite \textit{S. Bai} et al., Stat. Probab. Lett. 104, 58--67 (2015; Zbl 1322.60027) Full Text: DOI arXiv
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters. (English) Zbl 1319.60080 J. Stat. Phys. 158, No. 1, 105-119 (2015). MSC: 60G22 60G18 60G52 62F10 PDFBibTeX XMLCite \textit{D. Grahovac} et al., J. Stat. Phys. 158, No. 1, 105--119 (2015; Zbl 1319.60080) Full Text: DOI Link
Dedecker, Jérôme; Dehling, Herold; Taqqu, Murad S. Weak convergence of the empirical process of intermittent maps in \(\mathbb{L}^{2}\) under long-range dependence. (English) Zbl 1315.60038 Stoch. Dyn. 15, No. 2, Article ID 1550008, 29 p. (2015). MSC: 60F17 60E07 37E05 PDFBibTeX XMLCite \textit{J. Dedecker} et al., Stoch. Dyn. 15, No. 2, Article ID 1550008, 29 p. (2015; Zbl 1315.60038) Full Text: DOI arXiv
Bai, Shuyang; Taqqu, Murad S. Convergence of long-memory discrete \(k\)th order Volterra processes. (English) Zbl 1329.60022 Stochastic Processes Appl. 125, No. 5, 2026-2053 (2015). MSC: 60F05 60G18 60H05 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, Stochastic Processes Appl. 125, No. 5, 2026--2053 (2015; Zbl 1329.60022) Full Text: DOI arXiv
Clausel, Marianne; Roueff, François; Taqqu, Murad S. Large scale reduction principle and application to hypothesis testing. (English) Zbl 1339.60036 Electron. J. Stat. 9, No. 1, 153-203 (2015). MSC: 60G15 60G10 62M09 62M07 60G18 62M15 60G20 60G22 42C40 PDFBibTeX XMLCite \textit{M. Clausel} et al., Electron. J. Stat. 9, No. 1, 153--203 (2015; Zbl 1339.60036) Full Text: DOI arXiv Euclid
Ginovyan, Mamikon S.; Sahakyan, Artur A.; Taqqu, Murad S. The trace problem for Toeplitz matrices and operators and its impact in probability. (English) Zbl 1348.60054 Probab. Surv. 11, 393-440 (2014). MSC: 60G10 47B35 15B05 60F05 60F10 62G05 62G20 PDFBibTeX XMLCite \textit{M. S. Ginovyan} et al., Probab. Surv. 11, 393--440 (2014; Zbl 1348.60054) Full Text: DOI arXiv Euclid
Bai, Shuyang; Taqqu, Murad S. Structure of the third moment of the generalized Rosenblatt distribution. (English) Zbl 1301.60047 Stat. Probab. Lett. 94, 144-152 (2014). MSC: 60G18 60F05 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, Stat. Probab. Lett. 94, 144--152 (2014; Zbl 1301.60047) Full Text: DOI arXiv
Nourdin, Ivan; Taqqu, Murad S. Central and non-central limit theorems in a free probability setting. (English) Zbl 1314.46077 J. Theor. Probab. 27, No. 1, 220-248 (2014). MSC: 46L54 60H05 60H07 60F05 PDFBibTeX XMLCite \textit{I. Nourdin} and \textit{M. S. Taqqu}, J. Theor. Probab. 27, No. 1, 220--248 (2014; Zbl 1314.46077) Full Text: DOI arXiv Link
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C. Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders. (English) Zbl 1333.60072 Stochastic Processes Appl. 124, No. 7, 2517-2541 (2014). MSC: 60G18 60G22 60F05 60H05 PDFBibTeX XMLCite \textit{M. Clausel} et al., Stochastic Processes Appl. 124, No. 7, 2517--2541 (2014; Zbl 1333.60072) Full Text: DOI arXiv
Levy, Joshua B.; Taqqu, Murad S. The asymptotic codifference and covariation of log-fractional stable noise. (English) Zbl 1311.60054 J. Econom. 181, No. 1, 34-43 (2014). MSC: 60G52 PDFBibTeX XMLCite \textit{J. B. Levy} and \textit{M. S. Taqqu}, J. Econom. 181, No. 1, 34--43 (2014; Zbl 1311.60054) Full Text: DOI
Lévy-Leduc, C.; Taqqu, M. S. Hermite ranks and \(U\)-statistics. (English) Zbl 1282.62182 Metrika 77, No. 1, 105-136 (2014). MSC: 62M07 62M10 62G10 62G05 62G20 PDFBibTeX XMLCite \textit{C. Lévy-Leduc} and \textit{M. S. Taqqu}, Metrika 77, No. 1, 105--136 (2014; Zbl 1282.62182) Full Text: DOI
Bai, Shuyang; Taqqu, Murad S. Generalized Hermite processes, discrete chaos and limit theorems. (English) Zbl 1282.60043 Stochastic Processes Appl. 124, No. 4, 1710-1739 (2014). MSC: 60G18 60F05 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, Stochastic Processes Appl. 124, No. 4, 1710--1739 (2014; Zbl 1282.60043) Full Text: DOI arXiv
Taqqu, Murad S. Benoît Mandelbrot and fractional Brownian motion. (English) Zbl 1332.60008 Stat. Sci. 28, No. 1, 131-134 (2013). MSC: 60-03 01A70 60G22 01A60 PDFBibTeX XMLCite \textit{M. S. Taqqu}, Stat. Sci. 28, No. 1, 131--134 (2013; Zbl 1332.60008) Full Text: DOI arXiv Euclid
Bai, Shuyang; Taqqu, Murad S. Multivariate limit theorems in the context of long-range dependence. (English) Zbl 1291.62160 J. Time Ser. Anal. 34, No. 6, 717-743 (2013). Reviewer: Pedro A. Morettin (São Paulo) MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, J. Time Ser. Anal. 34, No. 6, 717--743 (2013; Zbl 1291.62160) Full Text: DOI arXiv
Bai, Shuyang; Taqqu, Murad S. Multivariate limits of multilinear polynomial-form processes with long memory. (English) Zbl 1307.60037 Stat. Probab. Lett. 83, No. 11, 2473-2485 (2013). MSC: 60G18 60F05 PDFBibTeX XMLCite \textit{S. Bai} and \textit{M. S. Taqqu}, Stat. Probab. Lett. 83, No. 11, 2473--2485 (2013; Zbl 1307.60037) Full Text: DOI arXiv
Veillette, Mark S.; Taqqu, Murad S. Properties and numerical evaluation of the Rosenblatt distribution. (English) Zbl 1273.60020 Bernoulli 19, No. 3, 982-1005 (2013). MSC: 60E05 PDFBibTeX XMLCite \textit{M. S. Veillette} and \textit{M. S. Taqqu}, Bernoulli 19, No. 3, 982--1005 (2013; Zbl 1273.60020) Full Text: DOI arXiv Euclid
Dehling, Herold; Rooch, Aeneas; Taqqu, Murad S. Non-parametric change-point tests for long-range dependent data. (English) Zbl 1259.62028 Scand. J. Stat. 40, No. 1, 153-173 (2013). MSC: 62G10 62M10 62E20 65C60 PDFBibTeX XMLCite \textit{H. Dehling} et al., Scand. J. Stat. 40, No. 1, 153--173 (2013; Zbl 1259.62028) Full Text: DOI arXiv Link
Veillette, Mark; Taqqu, Murad S. Distribution functions of Poisson random integrals: analysis and computation. (English) Zbl 1253.60069 Methodol. Comput. Appl. Probab. 14, No. 2, 169-202 (2012). MSC: 60H05 65L15 60G55 PDFBibTeX XMLCite \textit{M. Veillette} and \textit{M. S. Taqqu}, Methodol. Comput. Appl. Probab. 14, No. 2, 169--202 (2012; Zbl 1253.60069) Full Text: DOI arXiv
Clausel, Marianne; Roueff, François; Taqqu, Murad S.; Tudor, Ciprian Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory. (English) Zbl 1244.60044 Appl. Comput. Harmon. Anal. 32, No. 2, 223-241 (2012). Reviewer: George A. Anastassiou (Memphis) MSC: 60G35 42C40 65T60 60G15 PDFBibTeX XMLCite \textit{M. Clausel} et al., Appl. Comput. Harmon. Anal. 32, No. 2, 223--241 (2012; Zbl 1244.60044) Full Text: DOI arXiv
Veillette, Mark S.; Taqqu, Murad S. Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables. (English) Zbl 1236.60027 Stochastic Processes Appl. 122, No. 3, 885-909 (2012). MSC: 60F05 60E10 60E99 PDFBibTeX XMLCite \textit{M. S. Veillette} and \textit{M. S. Taqqu}, Stochastic Processes Appl. 122, No. 3, 885--909 (2012; Zbl 1236.60027) Full Text: DOI arXiv
Lévy-Leduc, Céline; Boistard, Hélène; Moulines, Eric; Taqqu, Murad S.; Reisen, Valderio A. Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes. (English) Zbl 1290.62082 J. Time Ser. Anal. 32, No. 2, 135-156 (2011). MSC: 62M10 60G15 60F05 62M09 62G35 PDFBibTeX XMLCite \textit{C. Lévy-Leduc} et al., J. Time Ser. Anal. 32, No. 2, 135--156 (2011; Zbl 1290.62082) Full Text: DOI arXiv Link
Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A. Large sample behaviour of some well-known robust estimators under long-range dependence. (English) Zbl 1291.62108 Statistics 45, No. 1, 59-71 (2011). MSC: 62G35 62G20 60G10 PDFBibTeX XMLCite \textit{C. Lévy-Leduc} et al., Statistics 45, No. 1, 59--71 (2011; Zbl 1291.62108) Full Text: DOI Link
Hamrick, Jeff; Huang, Yifei; Kardaras, Constantinos; Taqqu, Murad S. Maximum penalized quasi-likelihood estimation of the diffusion function. (English) Zbl 1277.91200 Quant. Finance 11, No. 11, 1675-1684 (2011). MSC: 91G70 62P05 62G05 60J60 91G60 91B82 PDFBibTeX XMLCite \textit{J. Hamrick} et al., Quant. Finance 11, No. 11, 1675--1684 (2011; Zbl 1277.91200) Full Text: DOI arXiv Link
Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A. Asymptotic properties of \(U\)-processes under long-range dependence. (English) Zbl 1242.62100 Ann. Stat. 39, No. 3, 1399-1426 (2011). Reviewer: Neville Weber (Sydney) MSC: 62M10 60F17 62G20 62E20 62G35 PDFBibTeX XMLCite \textit{C. Lévy-Leduc} et al., Ann. Stat. 39, No. 3, 1399--1426 (2011; Zbl 1242.62100) Full Text: DOI arXiv
Veillette, Mark S.; Taqqu, Murad S. A technique for computing the PDFs and CDFs of nonnegative infinitely divisible random variables. (English) Zbl 1210.60023 J. Appl. Probab. 48, No. 1, 217-237 (2011). MSC: 60E07 65C50 60-08 60-04 60E10 PDFBibTeX XMLCite \textit{M. S. Veillette} and \textit{M. S. Taqqu}, J. Appl. Probab. 48, No. 1, 217--237 (2011; Zbl 1210.60023) Full Text: DOI arXiv
Pipiras, Vladas; Taqqu, Murad S. Regularization and integral representations of Hermite processes. (English) Zbl 1216.60029 Stat. Probab. Lett. 80, No. 23-24, 2014-2023 (2010). Reviewer: Pavel Gapeev (London) MSC: 60G18 60G22 60G15 60H05 PDFBibTeX XMLCite \textit{V. Pipiras} and \textit{M. S. Taqqu}, Stat. Probab. Lett. 80, No. 23--24, 2014--2023 (2010; Zbl 1216.60029) Full Text: DOI
Veillette, Mark; Taqqu, Murad S. Numerical computation of first-passage times of increasing Lévy processes. (English) Zbl 1213.60094 Methodol. Comput. Appl. Probab. 12, No. 4, 695-729 (2010). Reviewer: Johannes Muhle-Karbe (Zürich) MSC: 60G51 60G40 60J75 60E07 PDFBibTeX XMLCite \textit{M. Veillette} and \textit{M. S. Taqqu}, Methodol. Comput. Appl. Probab. 12, No. 4, 695--729 (2010; Zbl 1213.60094) Full Text: DOI arXiv
Bercu, Bernard; Nourdin, Ivan; Taqqu, Murad S. Almost sure central limit theorems on the Wiener space. (English) Zbl 1219.60020 Stochastic Processes Appl. 120, No. 9, 1607-1628 (2010). Reviewer: V. M. Kruglov (Moskva) MSC: 60F05 60G15 60H05 60H07 60F15 PDFBibTeX XMLCite \textit{B. Bercu} et al., Stochastic Processes Appl. 120, No. 9, 1607--1628 (2010; Zbl 1219.60020) Full Text: DOI arXiv Link
Peccati, G.; Solé, J. L.; Taqqu, M. S.; Utzet, F. Stein’s method and normal approximation of Poisson functionals. (English) Zbl 1195.60037 Ann. Probab. 38, No. 2, 443-478 (2010). Reviewer: V. M. Kruglov (Moskva) MSC: 60F05 60G51 60G60 60H05 PDFBibTeX XMLCite \textit{G. Peccati} et al., Ann. Probab. 38, No. 2, 443--478 (2010; Zbl 1195.60037) Full Text: DOI arXiv
Veillette, Mark; Taqqu, Murad S. Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes. (English) Zbl 1203.60049 Stat. Probab. Lett. 80, No. 7-8, 697-705 (2010). Reviewer: Nicolas Perkowski (Berlin) MSC: 60G51 60E10 60J55 60E07 60K05 PDFBibTeX XMLCite \textit{M. Veillette} and \textit{M. S. Taqqu}, Stat. Probab. Lett. 80, No. 7--8, 697--705 (2010; Zbl 1203.60049) Full Text: DOI arXiv
Faÿ, Gilles; Moulines, Eric; Roueff, François; Taqqu, Murad S. Estimators of long-memory: Fourier versus wavelets. (English) Zbl 1431.62367 J. Econom. 151, No. 2, 159-177 (2009). MSC: 62M10 62M15 62G05 62G20 PDFBibTeX XMLCite \textit{G. Faÿ} et al., J. Econom. 151, No. 2, 159--177 (2009; Zbl 1431.62367) Full Text: DOI arXiv
Roueff, F.; Taqqu, M. S. Asymptotic normality of wavelet estimators of the memory parameter for linear processes. (English) Zbl 1224.62068 J. Time Ser. Anal. 30, No. 5, 534-558 (2009). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 62M15 42C40 62G05 60F05 PDFBibTeX XMLCite \textit{F. Roueff} and \textit{M. S. Taqqu}, J. Time Ser. Anal. 30, No. 5, 534--558 (2009; Zbl 1224.62068) Full Text: DOI arXiv
Roueff, F.; Taqqu, M. S. Central limit theorems for arrays of decimated linear processes. (English) Zbl 1173.60311 Stochastic Processes Appl. 119, No. 9, 3006-3041 (2009). MSC: 60F05 62M10 62M15 62G05 60G18 PDFBibTeX XMLCite \textit{F. Roueff} and \textit{M. S. Taqqu}, Stochastic Processes Appl. 119, No. 9, 3006--3041 (2009; Zbl 1173.60311) Full Text: DOI arXiv
Pipiras, Vladas; Taqqu, Murad S. Identification of periodic and cyclic fractional stable motions. (English) Zbl 1179.60028 Ann. Inst. Henri Poincaré, Probab. Stat. 44, No. 4, 612-637 (2008). Reviewer: Ilya S. Molchanov (Bern) MSC: 60G52 60G18 28D15 37A50 PDFBibTeX XMLCite \textit{V. Pipiras} and \textit{M. S. Taqqu}, Ann. Inst. Henri Poincaré, Probab. Stat. 44, No. 4, 612--637 (2008; Zbl 1179.60028) Full Text: DOI arXiv EuDML
Peccati, Giovanni; Taqqu, Murad S. Central limit theorems for double Poisson integrals. (English) Zbl 1165.60014 Bernoulli 14, No. 3, 791-821 (2008). Reviewer: Wolfgang Freudenberg (Cottbus) MSC: 60F05 60H05 60G55 60G57 PDFBibTeX XMLCite \textit{G. Peccati} and \textit{M. S. Taqqu}, Bernoulli 14, No. 3, 791--821 (2008; Zbl 1165.60014) Full Text: DOI arXiv
Nualart, David; Taqqu, Murad S. Wick-Itô formula for regular processes and applications to the Black and Scholes formula. (English) Zbl 1160.60012 Stochastics 80, No. 5, 477-487 (2008). Reviewer: Pavel Gapeev (London) MSC: 60G15 60G18 60H05 91B28 PDFBibTeX XMLCite \textit{D. Nualart} and \textit{M. S. Taqqu}, Stochastics 80, No. 5, 477--487 (2008; Zbl 1160.60012) Full Text: DOI
Moulines, E.; Roueff, F.; Taqqu, M. S. A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series. (English) Zbl 1142.62062 Ann. Stat. 36, No. 4, 1925-1956 (2008). MSC: 62M10 62G05 42C40 62M15 62G20 PDFBibTeX XMLCite \textit{E. Moulines} et al., Ann. Stat. 36, No. 4, 1925--1956 (2008; Zbl 1142.62062) Full Text: DOI arXiv
Peccati, Giovanni; Taqqu, Murad S. Stable convergence of multiple Wiener–Itô integrals. (English) Zbl 1157.60050 J. Theor. Probab. 21, No. 3, 527-570 (2008). Reviewer: Klaus Schürger (Bonn) MSC: 60G60 60G57 60F05 60H05 60G15 PDFBibTeX XMLCite \textit{G. Peccati} and \textit{M. S. Taqqu}, J. Theor. Probab. 21, No. 3, 527--570 (2008; Zbl 1157.60050) Full Text: DOI arXiv
Pipiras, Vladas; Taqqu, Murad S. Small and large scale asymptotics of some Lévy stochastic integrals. (English) Zbl 1140.60324 Methodol. Comput. Appl. Probab. 10, No. 2, 299-314 (2008). MSC: 60H05 60F15 60G18 60E07 PDFBibTeX XMLCite \textit{V. Pipiras} and \textit{M. S. Taqqu}, Methodol. Comput. Appl. Probab. 10, No. 2, 299--314 (2008; Zbl 1140.60324) Full Text: DOI
Zhou, Yingchun; Taqqu, Murad S. Applying bucket random permutations to stationary sequences with long-range dependence. (English) Zbl 1176.60031 Fractals 15, No. 2, 105-126 (2007). MSC: 60G35 PDFBibTeX XMLCite \textit{Y. Zhou} and \textit{M. S. Taqqu}, Fractals 15, No. 2, 105--126 (2007; Zbl 1176.60031) Full Text: DOI
Park, Cheolwoo; Godtliebsen, Fred; Taqqu, Murad; Stoev, Stilian; Marron, J. S. Visualization and inference based on wavelet coefficients, SiZer and SiNos. (English) Zbl 1445.62236 Comput. Stat. Data Anal. 51, No. 12, 5994-6012 (2007). MSC: 62M10 94A12 PDFBibTeX XMLCite \textit{C. Park} et al., Comput. Stat. Data Anal. 51, No. 12, 5994--6012 (2007; Zbl 1445.62236) Full Text: DOI DOI
Moulines, E.; Roueff, F.; Taqqu, Murad S. Central limit theorem for the log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context. (English) Zbl 1141.62073 Fractals 15, No. 4, 301-313 (2007). MSC: 62M10 60F05 62G08 62M15 42C40 60G15 PDFBibTeX XMLCite \textit{E. Moulines} et al., Fractals 15, No. 4, 301--313 (2007; Zbl 1141.62073) Full Text: DOI
Moulines, E.; Roueff, F.; Taqqu, M. S. On the spectral density of the wavelet coefficients of long-memory time series with application to the log-regression estimation of the memory parameter. (English) Zbl 1150.62058 J. Time Ser. Anal. 28, No. 2, 155-187 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M15 42C40 62M10 PDFBibTeX XMLCite \textit{E. Moulines} et al., J. Time Ser. Anal. 28, No. 2, 155--187 (2007; Zbl 1150.62058) Full Text: DOI arXiv Link
Pipiras, Vladas; Taqqu, Murad S.; Abry, Patrice Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation. (English) Zbl 1129.62021 Bernoulli 13, No. 4, 1091-1123 (2007). MSC: 62G05 62M10 60F05 60E15 62G20 60E07 PDFBibTeX XMLCite \textit{V. Pipiras} et al., Bernoulli 13, No. 4, 1091--1123 (2007; Zbl 1129.62021) Full Text: DOI arXiv Euclid
Genton, Marc G.; Perrin, Olivier; Taqqu, Murad S. Self-similarity and Lamperti transformation for random fields. (English) Zbl 1125.60046 Stoch. Models 23, No. 3, 397-411 (2007). MSC: 60G60 60G18 PDFBibTeX XMLCite \textit{M. G. Genton} et al., Stoch. Models 23, No. 3, 397--411 (2007; Zbl 1125.60046) Full Text: DOI Link
Stoev, Stilian A.; Taqqu, Murad S. Limit theorems for sums of heavy-tailed variables with random dependent weights. (English) Zbl 1134.60028 Methodol. Comput. Appl. Probab. 9, No. 1, 55-87 (2007). Reviewer: Peter Becker-Kern (Dortmund) MSC: 60F17 60G52 60F05 60E07 PDFBibTeX XMLCite \textit{S. A. Stoev} and \textit{M. S. Taqqu}, Methodol. Comput. Appl. Probab. 9, No. 1, 55--87 (2007; Zbl 1134.60028) Full Text: DOI
Zhou, Yingchun; Taqqu, Murad S. How complete random permutations affect the dependence structure of stationary sequences with long-range dependence. (English) Zbl 1302.60062 Fractals 14, No. 3, 205-222 (2006). MSC: 60G10 62M10 PDFBibTeX XMLCite \textit{Y. Zhou} and \textit{M. S. Taqqu}, Fractals 14, No. 3, 205--222 (2006; Zbl 1302.60062) Full Text: DOI
Stoev, Stilian; Taqqu, Murad S.; Park, Cheolwoo; Michailidis, George; Marron, J. S. LASS: a tool for the local analysis of self-similarity. (English) Zbl 1445.62240 Comput. Stat. Data Anal. 50, No. 9, 2447-2471 (2006). MSC: 62M10 60G15 60G18 62M09 94A12 PDFBibTeX XMLCite \textit{S. Stoev} et al., Comput. Stat. Data Anal. 50, No. 9, 2447--2471 (2006; Zbl 1445.62240) Full Text: DOI DOI
Zhu, Zhengyuan; Taqqu, Murad S. Impact of the sampling rate on the estimation of the parameters of fractional Brownian motion. (English) Zbl 1126.62072 J. Time Ser. Anal. 27, No. 3, 367-380 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M05 62F12 PDFBibTeX XMLCite \textit{Z. Zhu} and \textit{M. S. Taqqu}, J. Time Ser. Anal. 27, No. 3, 367--380 (2006; Zbl 1126.62072) Full Text: DOI
Stoev, Stilian A.; Taqqu, Murad S. How rich is the class of multifractional Brownian motions? (English) Zbl 1094.60024 Stochastic Processes Appl. 116, No. 2, 200-221 (2006). Reviewer: Andrew Olenko (Kyïv) MSC: 60G15 60G18 60K99 PDFBibTeX XMLCite \textit{S. A. Stoev} and \textit{M. S. Taqqu}, Stochastic Processes Appl. 116, No. 2, 200--221 (2006; Zbl 1094.60024) Full Text: DOI
Stoev, Stilian; Taqqu, Murad S. Path properties of the linear multifractional stable motion. (English) Zbl 1304.28010 Fractals 13, No. 2, 157-178 (2005). MSC: 28A80 60G22 62M10 PDFBibTeX XMLCite \textit{S. Stoev} and \textit{M. S. Taqqu}, Fractals 13, No. 2, 157--178 (2005; Zbl 1304.28010) Full Text: DOI
Stoev, Stilian A.; Taqqu, Murad S. Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes. (English) Zbl 1142.60355 Extremes 8, No. 4, 237-266 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60G70 60H05 PDFBibTeX XMLCite \textit{S. A. Stoev} and \textit{M. S. Taqqu}, Extremes 8, No. 4, 237--266 (2005; Zbl 1142.60355) Full Text: DOI
Stoev, Stilian; Taqqu, Murad S. Asymptotic self-similarity and wavelet estimation for long-range dependent fractional autoregressive integrated moving average time series with stable innovations. (English) Zbl 1091.62087 J. Time Ser. Anal. 26, No. 2, 211-249 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62G05 62G20 PDFBibTeX XMLCite \textit{S. Stoev} and \textit{M. S. Taqqu}, J. Time Ser. Anal. 26, No. 2, 211--249 (2005; Zbl 1091.62087) Full Text: DOI
Stoev, Stilian; Taqqu, Murad S. Simulation methods for linear fractional stable motion and FARIMA using the fast Fourier transform. (English) Zbl 1083.65005 Fractals 12, No. 1, 95-121 (2004). MSC: 65C50 60-04 65Y15 60G52 62M10 90B18 PDFBibTeX XMLCite \textit{S. Stoev} and \textit{M. S. Taqqu}, Fractals 12, No. 1, 95--121 (2004; Zbl 1083.65005) Full Text: DOI
Stoev, Stilian; Taqqu, Murad S. Stochastic properties of the linear multifractional stable motion. (English) Zbl 1068.60057 Adv. Appl. Probab. 36, No. 4, 1085-1115 (2004). Reviewer: Peter Becker-Kern (Debrecen) MSC: 60G18 60E07 60K99 60G17 PDFBibTeX XMLCite \textit{S. Stoev} and \textit{M. S. Taqqu}, Adv. Appl. Probab. 36, No. 4, 1085--1115 (2004; Zbl 1068.60057) Full Text: DOI
Pipiras, Vladas; Taqqu, Murad S. Stable stationary processes related to cyclic flows. (English) Zbl 1054.60056 Ann. Probab. 32, No. 3A, 2222-2260 (2004). Reviewer: Peter Becker-Kern (Debrecen) MSC: 60G52 60G10 37A50 PDFBibTeX XMLCite \textit{V. Pipiras} and \textit{M. S. Taqqu}, Ann. Probab. 32, No. 3A, 2222--2260 (2004; Zbl 1054.60056) Full Text: DOI arXiv
Veitch, Darryl; Abry, Patrice; Taqqu, Murad S. On the automatic selection of the onset of scaling. (English) Zbl 1056.62102 Fractals 11, No. 4, 377-390 (2003). MSC: 62M10 65T60 65C60 PDFBibTeX XMLCite \textit{D. Veitch} et al., Fractals 11, No. 4, 377--390 (2003; Zbl 1056.62102) Full Text: DOI
Pipiras, Vladas; Taqqu, Murad S.; Abry, Patrice Can continuous-time stationary stable processes have discrete linear representations? (English) Zbl 1171.60344 Stat. Probab. Lett. 64, No. 2, 147-157 (2003). MSC: 60G52 37A20 37A50 60G10 60G18 PDFBibTeX XMLCite \textit{V. Pipiras} et al., Stat. Probab. Lett. 64, No. 2, 147--157 (2003; Zbl 1171.60344) Full Text: DOI
Pipiras, Vladas; Taqqu, Murad S. Deconvolution of fractional Brownian motion. (English) Zbl 1088.60035 J. Time Ser. Anal. 23, No. 4, 487-501 (2002). Reviewer: M. P. Moklyachuk (Kyïv) MSC: 60G15 60J65 60G18 60H05 PDFBibTeX XMLCite \textit{V. Pipiras} and \textit{M. S. Taqqu}, J. Time Ser. Anal. 23, No. 4, 487--501 (2002; Zbl 1088.60035) Full Text: DOI
Taqqu, Murad S. The modelling of Ethernet data and of signals that are heavy-tailed with infinite variance. (English) Zbl 1020.60082 Scand. J. Stat. 29, No. 2, 273-295 (2002). Reviewer: R.E.Maiboroda (Kyïv) MSC: 60K15 90B18 PDFBibTeX XMLCite \textit{M. S. Taqqu}, Scand. J. Stat. 29, No. 2, 273--295 (2002; Zbl 1020.60082) Full Text: DOI
Pipiras, Vladas; Taqqu, Murad S. The structure of self-similar stable mixed moving averages. (English) Zbl 1016.60057 Ann. Probab. 30, No. 2, 898-932 (2002). Reviewer: R.E.Maiboroda (Kyïv) MSC: 60G52 60G18 60G10 PDFBibTeX XMLCite \textit{V. Pipiras} and \textit{M. S. Taqqu}, Ann. Probab. 30, No. 2, 898--932 (2002; Zbl 1016.60057) Full Text: DOI
Levy, Joshua B.; Taqqu, Murad S. Dependence structure of a renewal-reward process with infinite variance. (English) Zbl 1045.60094 Fractals 9, No. 2, 185-192 (2001). MSC: 60K05 PDFBibTeX XMLCite \textit{J. B. Levy} and \textit{M. S. Taqqu}, Fractals 9, No. 2, 185--192 (2001; Zbl 1045.60094) Full Text: DOI
Pipiras, Vladas; Taqqu, Murad S. Convergence of weighted sums of random variables with long-range dependence. (English) Zbl 1047.60018 Stochastic Processes Appl. 90, No. 1, 157-174 (2000). Reviewer: Bohdan Maslowski (Praha) MSC: 60F05 60H05 60G18 PDFBibTeX XMLCite \textit{V. Pipiras} and \textit{M. S. Taqqu}, Stochastic Processes Appl. 90, No. 1, 157--174 (2000; Zbl 1047.60018) Full Text: DOI
Montanari, A.; Taqqu, M. S.; Teverovsky, V. Estimating long-range dependence in the presence of periodicity: An empirical study. (English) Zbl 0999.62072 Math. Comput. Modelling 29, No. 10-12, 217-228 (1999). MSC: 62M10 PDFBibTeX XMLCite \textit{A. Montanari} et al., Math. Comput. Modelling 29, No. 10--12, 217--228 (1999; Zbl 0999.62072) 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
Meyer, Yves; Sellan, Fabrice; Taqqu, Murad S. Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion. (English) Zbl 0948.60026 J. Fourier Anal. Appl. 5, No. 5, 465-494 (1999). Reviewer: Yimin Xiao (Redmond) MSC: 60G18 42C40 41A58 60F15 60J65 PDFBibTeX XMLCite \textit{Y. Meyer} et al., J. Fourier Anal. Appl. 5, No. 5, 465--494 (1999; Zbl 0948.60026) Full Text: DOI EuDML
Giraitis, Liudas; Taqqu, Murad S. Whittle estimator for finite-variance non-Gaussian time series with long memory. (English) Zbl 0945.62085 Ann. Stat. 27, No. 1, 178-203 (1999). Reviewer: J.Anděl (Praha) MSC: 62M10 62F12 62E20 PDFBibTeX XMLCite \textit{L. Giraitis} and \textit{M. S. Taqqu}, Ann. Stat. 27, No. 1, 178--203 (1999; Zbl 0945.62085) Full Text: DOI
Giraitis, Liudas; Taqqu, Murad S. Convergence of normalized quadratic forms. (English) Zbl 0939.60008 J. Stat. Plann. Inference 80, No. 1-2, 15-35 (1999). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 60F05 62M10 PDFBibTeX XMLCite \textit{L. Giraitis} and \textit{M. S. Taqqu}, J. Stat. Plann. Inference 80, No. 1--2, 15--35 (1999; Zbl 0939.60008) Full Text: DOI
Teverovsky, Vadim; Taqqu, Murad S.; Willinger, Walter A critical look at Lo’s modified \(R/S\) statistic. (English) Zbl 1044.60508 J. Stat. Plann. Inference 80, No. 1-2, 211-227 (1999). MSC: 60G18 62A09 PDFBibTeX XMLCite \textit{V. Teverovsky} et al., J. Stat. Plann. Inference 80, No. 1--2, 211--227 (1999; Zbl 1044.60508) Full Text: DOI
Giraitis, Liudas; Taqqu, Murad S. Central limit theorems for quadratic forms with time-domain conditions. (English) Zbl 0943.60018 Ann. Probab. 26, No. 1, 377-398 (1998). MSC: 60F05 62M10 PDFBibTeX XMLCite \textit{L. Giraitis} and \textit{M. S. Taqqu}, Ann. Probab. 26, No. 1, 377--398 (1998; Zbl 0943.60018) 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. 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
Cioczek-Georges, Renata; Taqqu, Murad S. Necessary conditions for the existence of conditional moments of stable random variables. (English) Zbl 0823.60015 Stochastic Processes Appl. 56, No. 2, 233-246 (1995). Reviewer: N.G.Gamkrelidze (Moskva) MSC: 60E07 PDFBibTeX XMLCite \textit{R. Cioczek-Georges} and \textit{M. S. Taqqu}, Stochastic Processes Appl. 56, No. 2, 233--246 (1995; Zbl 0823.60015) Full Text: DOI
Cioczek-Georges, Renata; Taqqu, Murad S. How do conditional moments of stable vectors depend on the spectral measure? (English) Zbl 0812.60019 Stochastic Processes Appl. 54, No. 1, 95-111 (1994). Reviewer: B.K.Horkelheimer (Clayton) MSC: 60E07 PDFBibTeX XMLCite \textit{R. Cioczek-Georges} and \textit{M. S. Taqqu}, Stochastic Processes Appl. 54, No. 1, 95--111 (1994; Zbl 0812.60019) 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
Cioczek-Georges, Renata; Taqqu, Murad S. Does asymptotic linearity of the regression extend to stable domains of attraction? (English) Zbl 0807.62050 J. Multivariate Anal. 48, No. 1, 70-86 (1994). MSC: 62J02 60E07 PDFBibTeX XMLCite \textit{R. Cioczek-Georges} and \textit{M. S. Taqqu}, J. Multivariate Anal. 48, No. 1, 70--86 (1994; Zbl 0807.62050) 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