Murad S. Taqqu

Affiliations:
  • Boston University, Department of Mathematics and Statistics, MA, USA


According to our database1, Murad S. Taqqu authored at least 18 papers between 1994 and 2019.

Collaborative distances:

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2019
Lessons from "on the self-similar nature of ethernet traffic".
Comput. Commun. Rev., 2019

2011
Estimating Heavy-Tail Exponents Through Max Self-Similarity.
IEEE Trans. Inf. Theory, 2011

2010
Max-stable sketches: estimation of Lp-norms, dominance norms and point queries for non-negative signals
CoRR, 2010

2009
Testing diffusion processes for non-stationarity.
Math. Methods Oper. Res., 2009

2007
Visualization and inference based on wavelet coefficients, SiZer and SiNos.
Comput. Stat. Data Anal., 2007

Norm, Point, and Distance Estimation Over Multiple Signals Using Max-Stable Distributions.
Proceedings of the 23rd International Conference on Data Engineering, 2007

2006
LASS: a tool for the local analysis of self-similarity.
Comput. Stat. Data Anal., 2006

2005
Fractional Ornstein-Uhlenbeck Lévy processes and the Telecom process: Upstairs and downstairs.
Signal Process., 2005

On the wavelet spectrum diagnostic for Hurst parameter estimation in the analysis of Internet traffic.
Comput. Networks, 2005

2002
Estimation of the self-similarity parameter in linear fractional stable motion.
Signal Process., 2002

2001
Bachelier and his times: A conversation with Bernard Bru.
Finance Stochastics, 2001

2000
Meaningful MRA initialization for discrete time series.
Signal Process., 2000

1999
Stock market prices and long-range dependence.
Finance Stochastics, 1999

1997
Self-similarity through high-variability: statistical analysis of Ethernet LAN traffic at the source level.
IEEE/ACM Trans. Netw., 1997

Proof of a fundamental result in self-similar traffic modeling.
Comput. Commun. Rev., 1997

1995
Long-range dependence in variable-bit-rate video traffic.
IEEE Trans. Commun., 1995

On the self-similar nature of Ethernet traffic.
Comput. Commun. Rev., 1995

1994
On the self-similar nature of Ethernet traffic (extended version).
IEEE/ACM Trans. Netw., 1994


  Loading...