Vladas Pipiras is Professor of Statistics and Operations Research at the University of North Carolina, Chapel Hill. His main research interests focus on stochastic processes exhibiting long-range dependence, self-similarity and other scaling phenomena, as well as on stable, extreme-value and other distributions possessing heavy tails. His other current interests include high-dimensional time series, sampling issues for “big data” and stochastic dynamical systems, with applications in Econometrics, Neuroscience, Engineering, Computer Science and other areas. Vladas Pipiras has written over 50 research papers, and is a coauthor of a graduate textbook on measure theory and probability.
Murad S. Taqqu’s research involves self-similar processes, their connection to time series with long-range dependence , the development of statistical tests, and the study of non-Gaussian processes whose marginal distributions have heavy tails. He has written more than 250 scientificpapers and is the coauthor of a standard reference on stable non-Gaussian random processes. Professor Taqqu is a Fellow of the Institute of Mathematical Statistics and has been elected Member of the International Statistical Institute. He has received a number of awards, including a John Simon Guggenheim Fellowship, the 1995 William J. Bennett Award, the 1996 IEEE W.R.G. Baker Prize, the 2002 EURASIO Best Paper Award and the 2006 ACM/SIGCOMM Test of Time Award.
7 หนังสืออิเล็กทรอนิกส์โดย Murad S. Taqqu
Vladas Pipiras & Murad S. Taqqu: Stable Non-Gaussian Self-Similar Processes with Stationary Increments
This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages. The authors present a way to describe and cl …
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€53.49
Giovanni Peccati & Murad S. Taqqu: Wiener Chaos: Moments, Cumulants and Diagrams
The concept of Wiener chaos generalizes to an infinite-dimensional setting the properties of orthogonal polynomials associated with probability distributions on the real line. It plays a crucial role …
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Vladas Pipiras & Murad S. Taqqu: Long-Range Dependence and Self-Similarity
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€109.56
Ioannis Karatzas & Balram Rajput: Stochastic Processes and Related Topics
In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod- els. Stamatis Cambanis, a distinguished educat …
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€57.66
David Brillinger & Peter Caines: Time Series Analysis and Applications to Geophysical Systems
Part of a two volume set based on a recent IMA program of the same name. The goal of the program and these books is to develop a community of statistical and other scientists kept up-to-date on devel …
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€57.78
David Brillinger & Peter Caines: New Directions in Time Series Analysis
This IMA Volume in Mathematics and its Applications NEW DIRECTIONS IN TIME SERIES ANALYSIS, PART II is based on the proceedings of the IMA summer program "New Directions in Time Series Analysis. …
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€115.63