Murad S. Taqqu

8 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-1145-9082

Publications

• On the validity of resampling methods under long memory — The Annals of Statistics 2017
• Asymptotic properties of U-processes under long-range dependence — The Annals of Statistics 2011
• A wavelet whittle estimator of the memory parameter of a nonstationary Gaussian time series — The Annals of Statistics 2008 (name-matched, not ORCID-linked)
• Whittle estimator for finite-variance non-Gaussian time series with long memory — The Annals of Statistics 1999
• Parameter estimation for infinite variance fractional ARIMA — The Annals of Statistics 1996
• The Empirical Process of some Long-Range Dependent Sequences with an Application to $U$-Statistics — The Annals of Statistics 1989
• Large-Sample Properties of Parameter Estimates for Strongly Dependent Stationary Gaussian Time Series — The Annals of Statistics 1986
• Invariance Principle for Symmetric Statistics — The Annals of Statistics 1984