Share to FacebookShare to TwitterShare by Email
URI: http://hdl.handle.net/2144/1002

Recently Added

  • The dynamics of hybrid metabolic-genetic oscillators 

    Reznik, Ed; Kaper, Tasso J.; Segre, Daniel (AMER INST PHYSICS, 2013-03-01)
    The synthetic construction of intracellular circuits is frequently hindered by a poor knowledge of appropriate kinetics and precise rate parameters. Here, we use generalized modeling (GM) to study the dynamical behavior ...
  • Behavior of the generalized Rosenblatt process at extreme critical exponent values 

    Bai, Shuyang; Taqqu, Murad S. (INST MATHEMATICAL STATISTICS, 2017-03-01)
    The generalized Rosenblatt process is obtained by replacing the single critical exponent characterizing the Rosenblatt process by two different exponents living in the interior of a triangular region. What happens to that ...
  • The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes 

    Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Anna; Taqqu, Murad S. (Bernoulli Society for Mathematical Statistics and Probability, 2018-06-12)
    Superpositions of Ornstein-Uhlenbeck type (supOU) processes form a rich class of stationary processes with a flexible dependence structure. The asymptotic behavior of the integrated and partial sum supOU processes can be, ...
  • Sensivity of the Hermite rank 

    Bai, Shuyang; Taqqu, Murad S. (Elsevier, 2019-03)
    The Hermite rank appears in limit theorems involving long memory. We show that a Hermite rank higher than one is unstable when the data is slightly perturbed by transformations such as shift and scaling. We carry out a ...
  • Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes 

    Levy-Leduc, Celine; Boistard, Helene; Moulines, Eric; Taqqu, Murad S.; Reisen, Valderio A. (WILEY-BLACKWELL PUBLISHING, INC, 2011-03-01)
    A desirable property of an autocovariance estimator is to be robust to the presence of additive outliers. It is well-known that the sample autocovariance, being based on moments, does not have this property. Hence, the use ...
  • On the validity of resampling methods under long memory 

    Bai, Shuyang; Taqqu, Murad S. (INST MATHEMATICAL STATISTICS, 2017-12-01)
    For long-memory time series, inference based on resampling is of crucial importance, since the asymptotic distribution can often be non-Gaussian and is difficult to determine statistically. However, due to the strong ...
  • Power of change-point tests for long-range dependent data 

    Dehling, Herold; Rooch, Aeneas; Taqqu, Murad S. (INST MATHEMATICAL STATISTICS, 2017-01-01)
    We investigate the power of the CUSUM test and the Wilcoxon change-point tests for a shift in the mean of a process with long-range dependent noise. We derive analytic formulas for the power of these tests under local ...
  • Intermittency of trawl processes 

    Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. (Elsevier, 2018-06-01)
    We study the limiting behavior of continuous time trawl processes which are defined using an infinitely divisible random measure of a time dependent set. In this way one is able to define separately the marginal distribution ...
  • Moments, cumulants and diagram formulae for non-linear functionals of random measures 

    Peccati, Giovanni; Taqqu, Murad S. (2008)
    This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the ...
  • Multivariate limit theorems in the context of long-range dependence 

    Taqqu, Murad S.; Bai, Shuyang (Wiley, 2013-10-22)
    We study the limit law of a vector made up of normalized sums of functions of long-range dependent stationary Gaussian series. Depending on the memory parameter of the Gaussian series and on the Hermite ranks of the ...

View more