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Browsing by Author "Taqqu, M."
Now showing items 118 of 18

1/alphaSelf Similar alphaStable Processes with Stationary Increments
Samorodnitsky, G.; Taqqu, M. (Cornell University Operations Research and Industrial Engineering, 199002)1/alphaSelf Similar alphaStable Processes with Stationary Increments 
The Analysis of Finite Security Markets Using Martingales
Taqqu, M.; Willinger, W. (Cornell University Operations Research and Industrial Engineering, 198512)The Analysis of Finite Security Markets Using Martingales 
Central Limit Theorems for Quadratic Forms in Random Variables Having LongRange Dependence
Taqqu, M.; Fox, R. (Cornell University Operations Research and Industrial Engineering, 198310)Central Limit Theorems for Quadratic Forms in Random Variables Having LongRange Dependence 
Double Integration with Respect to Symmetric Stable Processes
McConnell, T.; Taqqu, M. (Cornell University Operations Research and Industrial Engineering, 198401)Double Integration with Respect to Symmetric Stable Processes 
Dyadic Approximation of double Integrals with Respect to Symmetric Stable Processes
McConnell, T. R.; Taqqu, M. (Cornell University Operations Research and Industrial Engineering, 198508)Dyadic Approximation of double Integrals with Respect to Symmetric Stable Processes 
Generalized Powers of Strongly Dependent Random Variables
Avram, F.; Taqqu, M. (Cornell University Operations Research and Industrial Engineering, 198411)Generalized Powers of Strongly Dependent Random Variables 
A Geometric Approach to Constructing Martingale Measures: The Finite Case
Taqqu, M.; Willinger, W. (Cornell University Operations Research and Industrial Engineering, 198408)A Geometric Approach to Constructing Martingale Measures: The Finite Case 
Levy Measures of Infinitely Divisible Random Vectors and Slepian Inequalities
Samorodnitsky, G.; Taqqu, M. (Cornell University Operations Research and Industrial Engineering, 199301)Levy Measures of Infinitely Divisible Random Vectors and Slepian Inequalities 
Linear models with longrange dependence and with finite or infinite variance
Samorodnitsky, G.; Taqqu, M. (Cornell University Operations Research and Industrial Engineering, 199102)This paper to appear in "Biometrics" 49 
Maximum Likelihood Type Estimator for the SelfSimilarity Parameter
Taqqu, M.; Fox, R. (Cornell University Operations Research and Industrial Engineering, 198403)Maximum Likelihood Type Estimator for the SelfSimilarity Parameter 
Multiple Stochastic Integrals with Dependent Integrators
Taqqu, M.; Fox, R. (Cornell University Operations Research and Industrial Engineering, 198401)Multiple Stochastic Integrals with Dependent Integrators 
NonCentral Limit Theorems for Quadratic Forms in Random Variables Having LongRange Dependence
Taqqu, M.; Fox, R. (Cornell University Operations Research and Industrial Engineering, 198312)NonCentral Limit Theorems for Quadratic Forms in Random Variables Having LongRange Dependence 
Reproducing Kernel Hilbert Space for Some NonGaussian Processes
Taqqu, M.; Czado, C. (Cornell University Operations Research and Industrial Engineering, 198412)Reproducing Kernel Hilbert Space for Some NonGaussian Processes 
Sojourn in an Elliptical Domain
Taqqu, M. (Cornell University Operations Research and Industrial Engineering, 198405)Sojourn in an Elliptical Domain 
Stochastic monotonicity and Slepiantype inequalities for infinitely divisible and stable random vectors
Samorodnitsky, G.; Taqqu, M. (Cornell University Operations Research and Industrial Engineering, 199006)This paper published in "Mathematical Programming" 59 (1993) 133150 
A Survey of Functional Laws of the Iterated Logarithm for SelfSimilar Processes
Taqqu, M.; Czado, C. (Cornell University Operations Research and Industrial Engineering, 198308)A Survey of Functional Laws of the Iterated Logarithm for SelfSimilar Processes 
Symmetric Polynomials of Random Variables Attracted to an Infinitely Divisible Law
Avram, F.; Taqqu, M. (Cornell University Operations Research and Industrial Engineering, 198402)Symmetric Polynomials of Random Variables Attracted to an Infinitely Divisible Law 
Zeroone laws for multilinear forms in Gaussian and other infinitely divisible random variables
Rosinski, J.; Samorodnitsky, G.; Taqqu, M. (Cornell University Operations Research and Industrial Engineering, 199012)This paper published in "Operations Research Letters" 11 (1992) 199207