Taqqu, Murad S.
- Stein's method and normal approximation of Poisson functionals
2008/07/31 by Giovanni Peccati, Josep Lluís Solé, Peccati, Giovanni +5 · 1 citation
Mathematics · #Random Matrices and Applications #Holomorphic and Operator Theory #Geometry and complex manifolds
- Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory
2010/06/11 by Clausel, Marianne, Roueff, François, Taqqu, Murad S. +1 · 1 citation
#FOS: Mathematics #Probability (math.PR)
- On the validity of resampling methods under long memory
2015/12/02 by Bai, Shuyang, Taqqu, Murad S. · 1 citation
#60G10 #60G12 #62G09 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- Four moments theorems on Markov chaos
2018/02/16 by Bourguin, Solesne, Campese, Simon, Leonenko, Nikolai +1 · 1 citation
#60F05 #60J35 #60J99 #FOS: Mathematics #Probability (math.PR)
- Path Properties of a Generalized Fractional Brownian Motion
2020/09/16 by Ichiba, Tomoyuki, Pang, Guodong, Taqqu, Murad S. · 1 citation
#FOS: Mathematics #Probability (math.PR)
- A unified approach to self-normalized block sampling
2015/12/02 by Shuyang Bai, Bai, Shuyang, Murad S. Taqqu +3 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #60G18 #62G09 #Bayesian Methods and Mixture Models #FOS: Mathematics #Financial Risk and Volatility Modeling #Statistical Methods and Inference #Statistics Theory (math.ST)
- Semimartingale properties of a generalized fractional Brownian motion and its mixtures with applications in asset pricing
2020/12/02 by Tomoyuki Ichiba, Guodong Pang, Ichiba, Tomoyuki +3 · 1 citation
Economics, Econometrics and Finance · #FOS: Mathematics #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications