Robust Regression on Stationary Time Series: A Self‐Normalized Resampling Approach
Akashi, Fumiya, Bai, Shuyang, Taqqu, Murad S.
Published in Journal of time series analysis (01.05.2018)
Published in Journal of time series analysis (01.05.2018)
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Journal Article
Estimators of long-memory: Fourier versus wavelets
Faÿ, Gilles, Moulines, Eric, Roueff, François, Taqqu, Murad S.
Published in Journal of econometrics (01.08.2009)
Published in Journal of econometrics (01.08.2009)
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Journal Article
Asymptotic normality of quadratic forms of martingale differences
Giraitis, Liudas, Taniguchi, Masanobu, Taqqu, Murad S.
Published in Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems (01.10.2017)
Published in Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems (01.10.2017)
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Journal Article
Non-Parametric Change-Point Tests for Long-Range Dependent Data
DEHLING, HEROLD, ROOCH, AENEAS, TAQQU, MURAD S.
Published in Scandinavian journal of statistics (01.03.2013)
Published in Scandinavian journal of statistics (01.03.2013)
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Journal Article
Path Properties of a Generalized Fractional Brownian Motion
Ichiba, Tomoyuki, Pang, Guodong, Taqqu, Murad S.
Published in Journal of theoretical probability (01.03.2022)
Published in Journal of theoretical probability (01.03.2022)
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Journal Article
The Multifaceted Behavior of Integrated supOU Processes: The Infinite Variance Case
Grahovac, Danijel, Leonenko, Nikolai N., Taqqu, Murad S.
Published in Journal of theoretical probability (01.12.2020)
Published in Journal of theoretical probability (01.12.2020)
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Journal Article
A unified approach to self-normalized block sampling
Bai, Shuyang, Taqqu, Murad S., Zhang, Ting
Published in Stochastic processes and their applications (01.08.2016)
Published in Stochastic processes and their applications (01.08.2016)
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Journal Article
Small and Large Scale Asymptotics of some Lévy Stochastic Integrals
Pipiras, Vladas, Taqqu, Murad S.
Published in Methodology and computing in applied probability (01.06.2008)
Published in Methodology and computing in applied probability (01.06.2008)
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Journal Article
Numerical Computation of First-Passage Times of Increasing Lévy Processes
Veillette, Mark, Taqqu, Murad S.
Published in Methodology and computing in applied probability (01.12.2010)
Published in Methodology and computing in applied probability (01.12.2010)
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Journal Article
Almost sure central limit theorems on the Wiener space
Bercu, Bernard, Nourdin, Ivan, Taqqu, Murad S.
Published in Stochastic processes and their applications (2010)
Published in Stochastic processes and their applications (2010)
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Journal Article