STEIN'S METHOD AND NORMAL APPROXIMATION OF POISSON FUNCTIONALS von Peccati, G., Solé, J. L., Taqqu, M. S., Utzet, F.

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A Wavelet Whittle Estimator of the Memory Parameter of a Nonstationary Gaussian Time Series von Moulines, E., Roueff, F., Taqqu, M. S.

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Self-similarity through high-variability: statistical analysis of Ethernet LAN traffic at the source level von Willinger, W., Taqqu, M.S., Sherman, R., Wilson, D.V.

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Long-range dependence in variable-bit-rate video traffic von Beran, J., Sherman, R., Taqqu, M.S., Willinger, W.

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ASYMPTOTIC PROPERTIES OF U-PROCESSES UNDER LONG-RANGE DEPENDENCE von Lévy-Leduc, C, Boistard, H, Moulines, E, Taqqu, M. S., Reisen, V. A.

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On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter von Moulines, E., Roueff, F., Taqqu, M. S.

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Asymptotic normality of wavelet estimators of the memory parameter for linear processes von Roueff, F., Taqqu, M. S.

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Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes von Clausel, M., Roueff, F., Taqqu, M.S., Tudor, C.

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Estimating Heavy-Tail Exponents Through Max Self-Similarity von Stoev, S A, Michailidis, G, Taqqu, M S

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Central limit theorems for arrays of decimated linear processes von Roueff, F., Taqqu, M.S.

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On the self-similar nature of Ethernet traffic (extended version) von Leland, W.E., Taqqu, M.S., Willinger, W., Wilson, D.V.

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Hermite ranks and U-statistics von Lévy-Leduc, C., Taqqu, M. S.

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Non-Markovian diffusion equations and processes: Analysis and simulations von Mura, A., Taqqu, M.S., Mainardi, F.

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Estimating long-range dependence in the presence of periodicity: An empirical study von Montanari, A., Taqqu, M.S., Teverovsky, V.

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Multifractional processes with random exponent von Ayache, A., Taqqu, M. S.

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Estimation of the self-similarity parameter in linear fractional stable motion von Stoev, Stilian, Pipiras, Vladas, Taqqu, Murad S.

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Meaningful MRA initialization for discrete time series von Veitch, D., Taqqu, M.S., Abry, P.

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An M-estimator for the long-memory parameter von Reisen, V.A., Lévy-Leduc, C., Taqqu, M.S.

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A critical look at Lo's modified R/ S statistic von Teverovsky, Vadim, Taqqu, Murad S, Willinger, Walter

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Asymptotic self-similarity and wavelet estimation for long-range dependent fractional autoregressive integrated moving average time series with stable innovations von Stoev, Stilian, Taqqu, Murad S.

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