Murad S. Taqqu

Boston University, Boston, MA, United States 
Mathematics, Statistics
"Murad Taqqu"
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Veillette MS, Taqqu MS. (2013) Properties and numerical evaluation of the Rosenblatt distribution Bernoulli. 19: 982-1005
Veillette MS, Taqqu MS. (2012) Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables Stochastic Processes and Their Applications. 122: 885-909
Veillette MS, Taqqu MS. (2011) A technique for computing the PDFS and CDFS of nonnegative infinitely divisible random variables Journal of Applied Probability. 48: 217-237
Stoev SA, Michailidis G, Taqqu MS. (2011) Estimating heavy-tail exponents through max self-similarity Ieee Transactions On Information Theory. 57: 1615-1636
Hamrick J, Huang Y, Kardaras C, et al. (2011) Maximum penalized quasi-likelihood estimation of the diffusion function Quantitative Finance. 11: 1675-1684
Pipiras V, Taqqu MS. (2010) Regularization and integral representations of Hermite processes Statistics and Probability Letters. 80: 2014-2023
Hamrick J, Taqqu MS. (2009) Testing diffusion processes for non-stationarity Mathematical Methods of Operations Research. 69: 509-551
Pipiras V, Taqqu MS. (2008) Identification of periodic and /supic fractional stable motions Annales De L'Institut Henri Poincare (B) Probability and Statistics. 44: 612-637
Pipiras V, Taqqu MS. (2008) Small and large scale asymptotics of some Lévy stochastic integrals Methodology and Computing in Applied Probability. 10: 299-314
Conti PL, De Giovanni L, Stoev SA, et al. (2008) Confidence intervals for the long memory parameter based on wavelets and resampling Statistica Sinica. 18: 559-579
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