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Murad Taqqu

Identifiers

  • name variant Murad Taqqu 0.60 · backfill

Papers (7)

  1. Large scale reduction principle and application to hypothesis testing math.PR · 2014 · author #3
  2. Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders math.PR · 2014 · author #3
  3. Weak convergence of the empirical process of intermittent maps in L2 under long-range dependence math.PR · 2013 · author #3
  4. Central and non-central limit theorems in a free probability setting math.PR · 2011 · author #2
  5. Maximum penalized quasi-likelihood estimation of the diffusion function q-fin.ST · 2010 · author #4
  6. Almost sure central limit theorems on the Wiener space math.PR · 2009 · author #3
  7. On the spectral density of the wavelet coefficients of long memory time series with application to the log-regression estimation of the memory parameter math.ST · 2005 · author #3

Mentions

  • 1407.5871 #3 · backfill · confidence 0.70 Murad Taqqu
  • 1402.1710 #3 · backfill · confidence 0.70 Murad Taqqu
  • 1311.5873 #3 · backfill · confidence 0.70 Murad Taqqu
  • 1110.2703 #2 · backfill · confidence 0.70 Murad Taqqu
  • 1008.2421 #4 · backfill · confidence 0.70 Murad Taqqu
  • 0912.2398 #3 · backfill · confidence 0.70 Murad Taqqu

Frequent Coauthors