Vladas Pipiras
Vladas Pipiras
Professor of Statistics and Operations Research, University of North Carolina
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα email.unc.edu - Αρχική σελίδα
Τίτλος
Παρατίθεται από
Παρατίθεται από
Έτος
Integration questions related to fractional Brownian motion
V Pipiras, MS Taqqu
Probability theory and related fields 118 (2), 251-291, 2000
3912000
Long-range dependence and self-similarity
V Pipiras, MS Taqqu
Cambridge university press, 2017
1912017
Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
V Pipiras, MS Taqqu
Bernoulli 7 (6), 873-897, 2001
1622001
Estimation of the self-similarity parameter in linear fractional stable motion
S Stoev, V Pipiras, MS Taqqu
Signal Processing 82 (12), 1873-1901, 2002
802002
Integral representations and properties of operator fractional Brownian motions
G Didier, V Pipiras
Bernoulli 17 (1), 1-33, 2011
792011
Regularization and integral representations of Hermite processes
V Pipiras, MS Taqqu
Statistics & probability letters 80 (23-24), 2014-2023, 2010
602010
Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding
H Helgason, V Pipiras, P Abry
Signal Processing 91 (5), 1123-1133, 2011
592011
Fractional calculus and its connections to fractional Brownian motion
V Pipiras, MS Taqqu
Theory and applications of long-range dependence, 165-201, 2003
592003
Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed
V Pipiras, MS Taqqu, JB Levy
Bernoulli 10 (1), 121-163, 2004
562004
Long-range dependence analysis of Internet traffic
C Park, F Hernández-Campos, L Le, JS Marron, J Park, V Pipiras, ...
Journal of Applied Statistics 38 (7), 1407-1433, 2011
542011
The limit of a renewal reward process with heavy-tailed rewards is not a linear fractional stable motion
V Pipiras, MS Taqqu
Bernoulli 6 (4), 607-614, 2000
522000
Definitions and representations of multivariate long‐range dependent time series
S Kechagias, V Pipiras
Journal of Time Series Analysis 36 (1), 1-25, 2015
432015
Wavelet-based simulation of fractional Brownian motion revisited
V Pipiras
Applied and Computational Harmonic Analysis 19 (1), 49-60, 2005
422005
Wavelet-based synthesis of the Rosenblatt process
P Abry, V Pipiras
Signal Processing 86 (9), 2326-2339, 2006
392006
Wavelet-type expansion of the Rosenblatt process
V Pipiras
Journal of Fourier Analysis and Applications 10 (6), 599-634, 2004
372004
Deconvolution of fractional Brownian motion
V Pipiras, MS Taqqu
Journal of Time Series Analysis 23 (4), 487-501, 2002
362002
The structure of self-similar stable mixed moving averages
V Pipiras, MS Taqqu
The Annals of Probability 30 (2), 898-932, 2002
362002
Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding
H Helgason, V Pipiras, P Abry
Signal processing 91 (8), 1741-1758, 2011
302011
Exponents, symmetry groups and classification of operator fractional Brownian motions
G Didier, V Pipiras
Journal of Theoretical Probability 25 (2), 353-395, 2012
292012
Decomposition of self-similar stable mixed moving averages
V Pipiras, MS Taqqu
Probability theory and related fields 123 (3), 412-452, 2002
292002
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