Integration questions related to fractional Brownian motion V Pipiras, MS Taqqu Probability theory and related fields 118 (2), 251-291, 2000 | 391 | 2000 |
Long-range dependence and self-similarity V Pipiras, MS Taqqu Cambridge university press, 2017 | 191 | 2017 |
Are classes of deterministic integrands for fractional Brownian motion on an interval complete? V Pipiras, MS Taqqu Bernoulli 7 (6), 873-897, 2001 | 162 | 2001 |
Estimation of the self-similarity parameter in linear fractional stable motion S Stoev, V Pipiras, MS Taqqu Signal Processing 82 (12), 1873-1901, 2002 | 80 | 2002 |
Integral representations and properties of operator fractional Brownian motions G Didier, V Pipiras Bernoulli 17 (1), 1-33, 2011 | 79 | 2011 |
Regularization and integral representations of Hermite processes V Pipiras, MS Taqqu Statistics & probability letters 80 (23-24), 2014-2023, 2010 | 60 | 2010 |
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 | 59 | 2011 |
Fractional calculus and its connections to fractional Brownian motion V Pipiras, MS Taqqu Theory and applications of long-range dependence, 165-201, 2003 | 59 | 2003 |
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 | 56 | 2004 |
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 | 54 | 2011 |
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 | 52 | 2000 |
Definitions and representations of multivariate long‐range dependent time series S Kechagias, V Pipiras Journal of Time Series Analysis 36 (1), 1-25, 2015 | 43 | 2015 |
Wavelet-based simulation of fractional Brownian motion revisited V Pipiras Applied and Computational Harmonic Analysis 19 (1), 49-60, 2005 | 42 | 2005 |
Wavelet-based synthesis of the Rosenblatt process P Abry, V Pipiras Signal Processing 86 (9), 2326-2339, 2006 | 39 | 2006 |
Wavelet-type expansion of the Rosenblatt process V Pipiras Journal of Fourier Analysis and Applications 10 (6), 599-634, 2004 | 37 | 2004 |
Deconvolution of fractional Brownian motion V Pipiras, MS Taqqu Journal of Time Series Analysis 23 (4), 487-501, 2002 | 36 | 2002 |
The structure of self-similar stable mixed moving averages V Pipiras, MS Taqqu The Annals of Probability 30 (2), 898-932, 2002 | 36 | 2002 |
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 | 30 | 2011 |
Exponents, symmetry groups and classification of operator fractional Brownian motions G Didier, V Pipiras Journal of Theoretical Probability 25 (2), 353-395, 2012 | 29 | 2012 |
Decomposition of self-similar stable mixed moving averages V Pipiras, MS Taqqu Probability theory and related fields 123 (3), 412-452, 2002 | 29 | 2002 |