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Publications by Murad S. Taqqu

Four Moments Theorems on Markov Chaos

Annals of Probability
UncertaintyStatisticsProbability
2019English

Estimating Heavy-Tail Exponents Through Max Self–Similarity

IEEE Transactions on Information Theory
Computer Science ApplicationsInformation SystemsLibraryInformation Sciences
2011English

Limit Theorems, Scaling of Moments and Intermittency for Integrated Finite Variance supOU Processes

Stochastic Processes and their Applications
ModelingApplied MathematicsStatisticsProbabilitySimulation
2019English

Nonstationary Self-Similar Gaussian Processes as Scaling Limits of Power-Law Shot Noise Processes and Generalizations of Fractional Brownian Motion

High Frequency
2019English

Semi-Additive Functionals and Cocycles in the Context of Self-Similarity

Discussiones Mathematicae Probability and Statistics
2010English

Symmetric Polynomials of Random Variables Attracted to an Infinitely Divisible Law

Probability Theory and Related Fields
UncertaintyStatisticsProbabilityAnalysis
1986English

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