| Publication | Date of Publication | Type |
|---|
Attribute network models, stochastic approximation and network sampling
The Annals of Applied Probability | 2026-03-10 | Paper |
Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series
Journal of Time Series Analysis | 2026-01-07 | Paper |
Cyclical long memory: decoupling, modulation, and modeling
Stochastic Processes and their Applications | 2024-09-02 | Paper |
Local Whittle estimation of high-dimensional long-run variance and precision matrices
The Annals of Statistics | 2024-01-04 | Paper |
Local Whittle estimation of high-dimensional long-run variance and precision matrices
The Annals of Statistics | 2024-01-04 | Paper |
Detecting changes in correlation networks with application to functional connectivity of fMRI data
Psychometrika | 2023-07-24 | Paper |
Latent Gaussian Count Time Series
Journal of the American Statistical Association | 2023-07-03 | Paper |
Count Time Series: A Methodological Review
Journal of the American Statistical Association | 2023-05-22 | Paper |
| Attribute network models, stochastic approximation, and network sampling and ranking algorithms | 2023-04-17 | Paper |
| High-dimensional latent Gaussian count time series: Concentration results for autocovariances and applications | 2023-01-01 | Paper |
Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data
Psychometrika | 2022-07-08 | Paper |
Sampling Based Estimation of In-Degree Distribution for Directed Complex Networks
Journal of Computational and Graphical Statistics | 2022-03-29 | Paper |
Cotrending: testing for common deterministic trends in varying means model
Journal of Multivariate Analysis | 2021-12-07 | Paper |
Two sample tests for high-dimensional autocovariances
Computational Statistics and Data Analysis | 2021-05-07 | Paper |
Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing
Bernoulli | 2020-12-07 | Paper |
Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing
Bernoulli | 2020-12-07 | Paper |
Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data
Psychometrika | 2020-07-09 | Paper |
Modeling bivariate long-range dependence with general phase
Journal of Time Series Analysis | 2020-05-27 | Paper |
Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity
Journal of Statistical Planning and Inference | 2020-02-28 | Paper |
Small and large scale behavior of moments of Poisson cluster processes
ESAIM: Probability and Statistics | 2018-08-07 | Paper |
Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts
The Annals of Applied Statistics | 2018-06-26 | Paper |
Domain and range symmetries of operator fractional Brownian fields
Stochastic Processes and their Applications | 2017-12-01 | Paper |
Multifractal Random Walks as Fractional Wiener Integrals
IEEE Transactions on Information Theory | 2017-08-08 | Paper |
Stable non-Gaussian self-similar processes with stationary increments
SpringerBriefs in Probability and Mathematical Statistics | 2017-08-02 | Paper |
| Long-Range Dependence and Self-Similarity | 2017-07-12 | Paper |
Exponents of operator self-similar random fields
Journal of Mathematical Analysis and Applications | 2016-12-23 | Paper |
Non-Gaussian semi-stable laws arising in sampling of finite point processes
Bernoulli | 2016-04-01 | Paper |
Non-Gaussian semi-stable laws arising in sampling of finite point processes
Bernoulli | 2016-04-01 | Paper |
Long-range dependence of the two-dimensional Ising model at critical temperature
Benoit Mandelbrot | 2016-01-14 | Paper |
Admission control for multidimensional workload input with heavy tails and fractional Ornstein-Uhlenbeck process
Advances in Applied Probability | 2015-07-15 | Paper |
Admission control for multidimensional workload input with heavy tails and fractional Ornstein-Uhlenbeck process
Advances in Applied Probability | 2015-07-15 | Paper |
Definitions and representations of multivariate long-range dependent time series
Journal of Time Series Analysis | 2015-01-12 | Paper |
Statistical tests for a single change in mean against long-range dependence
Journal of Time Series Analysis | 2014-11-20 | Paper |
Can Markov switching model generate long memory?
Economics Letters | 2014-09-11 | Paper |
On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation
Electronic Journal of Statistics | 2014-07-30 | Paper |
On integral representations of operator fractional Brownian fields
Statistics & Probability Letters | 2014-07-15 | Paper |
| A basic course in measure and probability. Theory for applications | 2014-04-11 | Paper |
Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter
Lithuanian Mathematical Journal | 2014-01-15 | Paper |
On the vaguelet and Riesz properties of \(L^2\)-unbounded transformations of orthogonal wavelet bases
Journal of Approximation Theory | 2014-01-08 | Paper |
Exponents, symmetry groups and classification of operator fractional Brownian motions
Journal of Theoretical Probability | 2012-06-26 | Paper |
Exponents, symmetry groups and classification of operator fractional Brownian motions
Journal of Theoretical Probability | 2012-06-26 | Paper |
On rank estimation in symmetric matrices: the case of indefinite matrix estimators
Econometric Theory | 2012-05-14 | Paper |
Heavy traffic approximations of a queue with varying service rates and general arrivals
Stochastic Models | 2012-04-24 | Paper |
Probabilistic sampling of finite renewal processes
Bernoulli | 2011-12-28 | Paper |
Semi-additive functionals and cocycles in the context of self-similarity
Discussiones Mathematicae Probability and Statistics | 2011-12-01 | Paper |
Semi-additive functionals and cocycles in the context of self-similarity
Discussiones Mathematicae Probability and Statistics | 2011-12-01 | Paper |
Integral representations and properties of operator fractional Brownian motions
Bernoulli | 2011-09-02 | Paper |
Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding
Signal Processing | 2011-07-27 | Paper |
Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding
Signal Processing | 2011-06-30 | Paper |
Local and global rank tests for multivariate varying-coefficient models
Journal of Business and Economic Statistics | 2011-04-13 | Paper |
Adaptive wavelet decompositions of stationary time series
Journal of Time Series Analysis | 2011-04-06 | Paper |
Second order properties of distribution tails and estimation of tail exponents in random difference equations
Extremes | 2011-02-22 | Paper |
Regularization and integral representations of Hermite processes
Statistics & Probability Letters | 2010-12-20 | Paper |
Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known
Journal of Statistical Planning and Inference | 2010-04-14 | Paper |
Wavelet-based synthesis of the Rosenblatt process
Signal Processing | 2009-10-29 | Paper |
Identification of periodic and cyclic fractional stable motions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-08 | Paper |
Identification of periodic and cyclic fractional stable motions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-08 | Paper |
LONG RANGE DEPENDENCE, UNBALANCED HAAR WAVELET TRANSFORMATION AND CHANGES IN LOCAL MEAN LEVEL
International Journal of Wavelets, Multiresolution and Information Processing | 2009-04-03 | Paper |
Small and large scale asymptotics of some Lévy stochastic integrals
Methodology and Computing in Applied Probability | 2008-06-25 | Paper |
Gaussian stationary processes: Adaptive wavelet decompositions, discrete approximations, and their convergence
The Journal of Fourier Analysis and Applications | 2008-05-05 | Paper |
Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation
Bernoulli | 2008-02-06 | Paper |
Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation
Bernoulli | 2008-02-06 | Paper |
Integral representations of periodic and cyclic fractional stable motions
Electronic Journal of Probability | 2007-11-23 | Paper |
Integral representations of periodic and cyclic fractional stable motions
Electronic Journal of Probability | 2007-11-23 | Paper |
| Heavy traffic methods in wireless systems: towards modeling heavy tails and long range dependence | 2007-11-05 | Paper |
Nonminimal sets, their projections and integral representations of stable processes
Stochastic Processes and their Applications | 2007-08-20 | Paper |
Deconvolution of fractional brownian motion
Journal of Time Series Analysis | 2006-05-24 | Paper |
Wavelet-based simulation of fractional Brownian motion revisited
Applied and Computational Harmonic Analysis | 2005-08-01 | Paper |
Wavelet-type expansion of the Rosenblatt process
The Journal of Fourier Analysis and Applications | 2005-05-09 | Paper |
Convergence of weighted sums of random variables with long-range dependence.
Stochastic Processes and their Applications | 2004-09-22 | Paper |
Stable stationary processes related to cyclic flows.
The Annals of Probability | 2004-09-15 | Paper |
Dilated fractional stable motions
Journal of Theoretical Probability | 2004-08-06 | Paper |
Central limit theorems for partial sums of bounded functionals of infinite-variance moving averages
Bernoulli | 2004-06-10 | Paper |
Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed
Bernoulli | 2004-06-10 | Paper |
| scientific article; zbMATH DE number 1944311 (Why is no real title available?) | 2004-02-20 | Paper |
Can continuous-time stationary stable processes have discrete linear representations?
Statistics & Probability Letters | 2004-02-14 | Paper |
The structure of self-similar stable mixed moving averages
The Annals of Probability | 2003-05-06 | Paper |
Estimation of the self-similarity parameter in linear fractional stable motion.
Signal Processing | 2003-01-21 | Paper |
Decomposition of self-similar stable mixed moving averages
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2002-12-01 | Paper |
Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
Bernoulli | 2002-11-17 | Paper |
Convergence of the Weierstrass-Mandelbrot process to fractional Brownian motion
Fractals | 2001-12-10 | Paper |
Integration questions related to fractional Brownian motion
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2001-10-16 | Paper |
The limit of a renewal reward process with heavy-tailed rewards is not a linear fractional stable motion
Bernoulli | 2001-06-13 | Paper |
| scientific article; zbMATH DE number 1424078 (Why is no real title available?) | 2000-12-11 | Paper |
| scientific article; zbMATH DE number 3416772 (Why is no real title available?) | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3371323 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3314863 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3403549 (Why is no real title available?) | 1968-01-01 | Paper |
Cyclical Long Memory: Decoupling, Modulation, and Modeling
(available as arXiv preprint) | N/A | Paper |
