Murad S. Taqqu - Publications, H-index & Citations

Murad S. Taqqu

boston university

71H指数

428论文数

3.4W被引数

收录论文 10

发表时间

INTERMITTENCY AND MULTISCALING IN LIMIT THEOREMS

FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY

IF2.9

2022-09-29

OAAI

Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S.

How the Instability of Ranks Under Long Memory Affects Large-Sample Inference

STATISTICAL SCIENCE

IF3.4

2018-02-01

OAAI

Bai, Shuyang; Taqqu, Murad S.

ON THE VALIDITY OF RESAMPLING METHODS UNDER LONG MEMORY

ANNALS OF STATISTICS

IF3.7

2017-12-01

OAAI

Bai, Shuyang; Taqqu, Murad S.

The asymptotic codifference and covariation of log-fractional stable noise

JOURNAL OF ECONOMETRICS

IF4

2014-07-01

PREAI

Levy, Joshua B.; Taqqu, Murad S.

Benoit Mandelbrot and Fractional Brownian Motion

STATISTICAL SCIENCE

IF3.4

2013-02-01

OAAI

Taqqu, Murad S.

How complete random permutations affect the dependence structure of stationary sequences with long-range dependence 完全随机排列如何影响具有长期依赖性的平稳序列的依赖性结构

FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY

IF2.9

2011-11-20

PREAI

Zhou, Yingchun; Taqqu, Murad S.

Central limit theorem for the log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context

FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY

IF2.9

2011-11-20

PREAI

Moulines, E.; Roueff, F.; Taqqu, Murad S.

Applying bucket random permutations to stationary sequences with long-range dependence 将桶随机排列应用于具有长期依赖性的平稳序列

FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY

IF2.9

2011-11-20

PREAI

Zhou, Yingchun; Taqqu, Murad S.

ASYMPTOTIC PROPERTIES OF U-PROCESSES UNDER LONG-RANGE DEPENDENCE

ANNALS OF STATISTICS

IF3.7

2011-06-01

OAAI

Levy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A.

Estimators of long-memory: Fourier versus wavelets

JOURNAL OF ECONOMETRICS

IF4

2009-08-01

OAAI

Fay, Gilles; Moulines, Eric; Roueff, Francois; Taqqu, Murad S.

研究方向