Edit Profile (opens in new tab) Pipiras, Vladas Co-Author Distance Author ID: pipiras.vladas Published as: Pipiras, Vladas; Pipiras, V. External Links: MGP Documents Indexed: 79 Publications since 1968, including 3 Books and 3 Additional arXiv Preprints Co-Authors: 53 Co-Authors with 74 Joint Publications 1,137 Co-Co-Authors all top 5 Co-Authors 5 single-authored 25 Taqqu, Murad S. 13 Baek, Changryong 9 Abry, Patrice 8 Didier, Gustavo 6 Kechagias, Stefanos 4 Antunes, Nelson 4 Lund, Robert B. 3 Davis, Richard A. 3 Düker, Marie-Christine 3 Fortuna, Natércia 3 Helgason, Hannes 3 Livsey, James 2 Bhamidi, Shankar 2 Buche, Robert T. 2 Donald, Stephen G. 2 Gates, Katheleen M. 2 Ghosh, Arka Prasanna 2 Leinwand, Benjamin 2 Meerschaert, Mark Marvin 2 Statulevičius, Vytautas 2 Sundararajan, Raanju Ragavendar 1 Banerjee, Sayan 1 Belenky, Vadim 1 Budhiraja, Amarjit S. 1 Cambanis, Stamatis 1 Campbell, Bradley 1 Chainais, Pierre 1 Chaudhuri, Ritwik 1 Coutin, Laure 1 Fisher, Zachary F. 1 Fokianos, Konstantinos 1 Fredrickson, Barbara L. 1 Glotzer, Dylan 1 Guo, Tianjian 1 Holan, Scott H. 1 Hopfinger, Joseph B. 1 Jaffard, Stéphane 1 Jeong, Seok-Oh 1 Jia, Yisu 1 Joe, Harry 1 Kim, Younghoon 1 Leadbetter, Malcolm Ross 1 Levy, Joshua B. 1 Lindquist, Kristen A. 1 Pourahmadi, Mohsen 1 Ravishanker, Nalini 1 Song, Xiaoming 1 Stoev, Stilian A. 1 Veitch, Darryl 1 Wang, Bang 1 Wendt, Herwig 1 Zhang, Jim X. 1 Zoubouloglou, Pavlos all top 5 Serials 9 Bernoulli 5 Journal of Time Series Analysis 4 Signal Processing 3 Statistics & Probability Letters 3 Litovskiĭ Matematicheskiĭ Sbornik 3 Stochastic Processes and their Applications 2 Psychometrika 2 The Annals of Probability 2 Journal of the American Statistical Association 2 Journal of Statistical Planning and Inference 2 Probability Theory and Related Fields 2 Journal of Theoretical Probability 2 Computational Statistics and Data Analysis 2 The Journal of Fourier Analysis and Applications 2 Electronic Journal of Statistics 1 Advances in Applied Probability 1 IEEE Transactions on Information Theory 1 Journal of Mathematical Analysis and Applications 1 Lithuanian Mathematical Journal 1 The Annals of Statistics 1 Journal of Approximation Theory 1 Journal of Multivariate Analysis 1 Selected Translations in Mathematical Statistics and Probability 1 Economics Letters 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Applied and Computational Harmonic Analysis 1 Fractals 1 Electronic Journal of Probability 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Extremes 1 Methodology and Computing in Applied Probability 1 Econometric Theory 1 Discussiones Mathematicae. Probability and Statistics 1 Stochastic Models 1 International Journal of Wavelets, Multiresolution and Information Processing 1 REVSTAT 1 Cambridge Series in Statistical and Probabilistic Mathematics 1 The Annals of Applied Statistics 1 Journal of Business and Economic Statistics 1 Journal of Computational and Graphical Statistics 1 SpringerBriefs in Probability and Mathematical Statistics all top 5 Fields 51 Probability theory and stochastic processes (60-XX) 29 Statistics (62-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 5 Numerical analysis (65-XX) 4 Approximations and expansions (41-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Operations research, mathematical programming (90-XX) 3 Information and communication theory, circuits (94-XX) 2 Real functions (26-XX) 1 General and overarching topics; collections (00-XX) 1 Mathematical logic and foundations (03-XX) 1 Combinatorics (05-XX) 1 Measure and integration (28-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 61 Publications have been cited 797 times in 556 Documents Cited by ▼ Year ▼ Integration questions related to fractional Brownian motion. Zbl 0970.60058 Pipiras, Vladas; Taqqu, Murad S. 131 2000 Long-range dependence and self-similarity. Zbl 1377.60005 Pipiras, Vladas; Taqqu, Murad S. 95 2017 Are classes of deterministic integrands for fractional Brownian motion on an interval complete? Zbl 1003.60055 Pipiras, Vladas; Taqqu, Murad S. 69 2001 Regularization and integral representations of Hermite processes. Zbl 1216.60029 Pipiras, Vladas; Taqqu, Murad S. 35 2010 Integral representations and properties of operator fractional Brownian motions. Zbl 1284.60079 Didier, Gustavo; Pipiras, Vladas 33 2011 Estimation of the self-similarity parameter in linear fractional stable motion. Zbl 1098.94589 Stoev, Stilian; Pipiras, Vladas; Taqqu, Murad S. 26 2002 Wavelet-based synthesis of the Rosenblatt process. Zbl 1172.94348 Abry, Patrice; Pipiras, Vladas 20 2006 Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed. Zbl 1043.60040 Pipiras, Vladas; Taqqu, Murad S.; Levy, Joshua B. 20 2004 Wavelet-type expansion of the Rosenblatt process. Zbl 1075.60032 Pipiras, Vladas 20 2004 The structure of self-similar stable mixed moving averages. Zbl 1016.60057 Pipiras, Vladas; Taqqu, Murad S. 19 2002 Definitions and representations of multivariate long-range dependent time series. Zbl 1308.62173 Kechagias, Stefanos; Pipiras, Vladas 18 2015 Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation. Zbl 1129.62021 Pipiras, Vladas; Taqqu, Murad S.; Abry, Patrice 16 2007 Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding. Zbl 1221.62123 Helgason, Hannes; Pipiras, Vladas; Abry, Patrice 16 2011 Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts. Zbl 1393.62126 Livsey, James; Lund, Robert; Kechagias, Stefanos; Pipiras, Vladas 16 2018 Fractional calculus and its connections to fractional Brownian motion. Zbl 1031.60047 Pipiras, Vladas; Taqqu, Murad S. 15 2003 Decomposition of self-similar stable mixed moving averages. Zbl 1007.60026 Pipiras, Vladas; Taqqu, Murad S. 15 2002 Wavelet-based simulation of fractional Brownian motion revisited. Zbl 1074.60048 Pipiras, Vladas 14 2005 Gaussian stationary processes: Adaptive wavelet decompositions, discrete approximations, and their convergence. Zbl 1157.60028 Didier, Gustavo; Pipiras, Vladas 13 2008 The limit of a renewal reward process with heavy-tailed rewards is not a linear fractional stable motion. Zbl 0963.60032 Pipiras, Vladas; Taqqu, Murad S. 12 2000 Stable stationary processes related to cyclic flows. Zbl 1054.60056 Pipiras, Vladas; Taqqu, Murad S. 12 2004 Exponents, symmetry groups and classification of operator fractional Brownian motions. Zbl 1259.60041 Didier, Gustavo; Pipiras, Vladas 12 2012 Central limit theorems for partial sums of bounded functionals of infinite-variance moving averages. Zbl 1053.60017 Pipiras, Vladas; Taqqu, Murad S. 11 2003 Deconvolution of fractional Brownian motion. Zbl 1088.60035 Pipiras, Vladas; Taqqu, Murad S. 10 2002 Count time series: a methodological review. Zbl 1510.62356 Davis, Richard A.; Fokianos, Konstantinos; Holan, Scott H.; Joe, Harry; Livsey, James; Lund, Robert; Pipiras, Vladas; Ravishanker, Nalini 10 2021 Convergence of the Weierstrass-Mandelbrot process to fractional Brownian motion. Zbl 0976.60042 Pipiras, Vladas; Taqqu, Murad S. 9 2000 Exponents of operator self-similar random fields. Zbl 1357.60055 Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas 9 2017 Statistical tests for a single change in mean against long-range dependence. Zbl 1300.62065 Baek, Changryong; Pipiras, Vladas 9 2012 Domain and range symmetries of operator fractional Brownian fields. Zbl 1386.60145 Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas 8 2018 Convergence of weighted sums of random variables with long-range dependence. Zbl 1047.60018 Pipiras, Vladas; Taqqu, Murad S. 7 2000 On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation. Zbl 1349.62391 Baek, Changryong; Pipiras, Vladas 7 2014 On rank estimation in symmetric matrices: the case of indefinite matrix estimators. Zbl 1237.62072 Donald, Stephen G.; Fortuna, Natércia; Pipiras, Vladas 6 2007 Dilated fractional stable motions. Zbl 1055.60041 Pipiras, Vladas; Taqqu, Murad S. 6 2004 On integral representations of operator fractional Brownian fields. Zbl 1294.60064 Baek, Changryong; Didier, Gustavo; Pipiras, Vladas 6 2014 Multifractal random walks as fractional Wiener integrals. Zbl 1367.60035 Abry, Patrice; Chainais, Pierre; Coutin, Laure; Pipiras, Vladas 6 2009 Stable non-Gaussian self-similar processes with stationary increments. Zbl 1499.60002 Pipiras, Vladas; Taqqu, Murad S. 6 2017 Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter. Zbl 1294.62185 Abry, Patrice; Helgason, Hannes; Pipiras, Vladas 6 2011 Adaptive wavelet decompositions of stationary time series. Zbl 1224.60071 Didier, Gustavo; Pipiras, Vladas 5 2010 Sparse seasonal and periodic vector autoregressive modeling. Zbl 1467.62011 Baek, Changryong; Davis, Richard A.; Pipiras, Vladas 5 2017 Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding. Zbl 1217.94002 Helgason, Hannes; Pipiras, Vladas; Abry, Patrice 4 2011 A basic course in measure and probability. Theory for applications. Zbl 1350.60001 Leadbetter, Ross; Cambanis, Stamatis; Pipiras, Vladas 4 2014 Nonminimal sets, their projections and integral representations of stable processes. Zbl 1122.60048 Pipiras, Vladas 3 2007 Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known. Zbl 1184.62074 Baek, Changryong; Pipiras, Vladas 3 2010 Periodic dynamic factor models: estimation approaches and applications. Zbl 1409.62167 Baek, Changryong; Davis, Richard A.; Pipiras, Vladas 3 2018 Small and large scale asymptotics of some Lévy stochastic integrals. Zbl 1140.60324 Pipiras, Vladas; Taqqu, Murad S. 2 2008 Second order properties of distribution tails and estimation of tail exponents in random difference equations. Zbl 1224.60116 Baek, Changryong; Pipiras, Vladas; Wendt, Herwig; Abry, Patrice 2 2009 Can continuous-time stationary stable processes have discrete linear representations? Zbl 1171.60344 Pipiras, Vladas; Taqqu, Murad S.; Abry, Patrice 2 2003 The asymptotic decomposition of the distribution function of the sum of independent lattice random variables. Zbl 0234.60023 Pipiras, V. 2 1970 Long range dependence, unbalanced Haar wavelet transformation and changes in local mean level. Zbl 1157.42312 Baek, Changryong; Pipiras, Vladas 2 2009 Non-Gaussian semi-stable laws arising in sampling of finite point processes. Zbl 1398.60070 Chaudhuri, Ritwik; Pipiras, Vladas 2 2016 Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing. Zbl 1466.62390 Sundararajan, Raanju R.; Pipiras, Vladas; Pourahmadi, Mohsen 2 2021 Two sample tests for high-dimensional autocovariances. Zbl 1510.62350 Baek, Changryong; Gates, Katheleen M.; Leinwand, Benjamin; Pipiras, Vladas 2 2021 Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity. Zbl 1437.62193 Baek, Changryong; Kechagias, Stefanos; Pipiras, Vladas 2 2020 Local and global rank tests for multivariate varying-coefficient models. Zbl 1214.62065 Donald, Stephen G.; Fortuna, Natércia; Pipiras, Vladas 1 2011 Probabilistic sampling of finite renewal processes. Zbl 1229.62111 Antunes, Nelson; Pipiras, Vladas 1 2011 Heavy traffic approximations of a queue with varying service rates and general arrivals. Zbl 1245.60086 Buche, Robert; Ghosh, Arka P.; Pipiras, Vladas 1 2012 The Weierstrass-Mandelbrot process provides a series approximation to the harmonizable fractional stable motion. Zbl 0949.60050 Pipiras, Vladas; Taqqu, Murad S. 1 2000 Integral representations of periodic and cyclic fractional stable motions. Zbl 1130.60048 Pipiras, Vladas; Taqqu, Murad S. 1 2007 Can Markov switching model generate long memory? Zbl 1295.62085 Baek, Changryong; Fortuna, Natércia; Pipiras, Vladas 1 2014 Confidence intervals for exceedance probabilities with application to extreme ship motions. Zbl 1380.62223 Glotzer, Dylan; Pipiras, Vladas; Belenky, Vadim; Campbell, Bradley; Smith, Timothy 1 2017 Latent Gaussian count time series. Zbl 1514.62167 Jia, Yisu; Kechagias, Stefanos; Livsey, James; Lund, Robert; Pipiras, Vladas 1 2023 Penalized estimation and forecasting of multiple subject intensive longitudinal data. Zbl 1490.62404 Fisher, Zachary F.; Kim, Younghoon; Fredrickson, Barbara L.; Pipiras, Vladas 1 2022 Latent Gaussian count time series. Zbl 1514.62167 Jia, Yisu; Kechagias, Stefanos; Livsey, James; Lund, Robert; Pipiras, Vladas 1 2023 Penalized estimation and forecasting of multiple subject intensive longitudinal data. Zbl 1490.62404 Fisher, Zachary F.; Kim, Younghoon; Fredrickson, Barbara L.; Pipiras, Vladas 1 2022 Count time series: a methodological review. Zbl 1510.62356 Davis, Richard A.; Fokianos, Konstantinos; Holan, Scott H.; Joe, Harry; Livsey, James; Lund, Robert; Pipiras, Vladas; Ravishanker, Nalini 10 2021 Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing. Zbl 1466.62390 Sundararajan, Raanju R.; Pipiras, Vladas; Pourahmadi, Mohsen 2 2021 Two sample tests for high-dimensional autocovariances. Zbl 1510.62350 Baek, Changryong; Gates, Katheleen M.; Leinwand, Benjamin; Pipiras, Vladas 2 2021 Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity. Zbl 1437.62193 Baek, Changryong; Kechagias, Stefanos; Pipiras, Vladas 2 2020 Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts. Zbl 1393.62126 Livsey, James; Lund, Robert; Kechagias, Stefanos; Pipiras, Vladas 16 2018 Domain and range symmetries of operator fractional Brownian fields. Zbl 1386.60145 Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas 8 2018 Periodic dynamic factor models: estimation approaches and applications. Zbl 1409.62167 Baek, Changryong; Davis, Richard A.; Pipiras, Vladas 3 2018 Long-range dependence and self-similarity. Zbl 1377.60005 Pipiras, Vladas; Taqqu, Murad S. 95 2017 Exponents of operator self-similar random fields. Zbl 1357.60055 Didier, Gustavo; Meerschaert, Mark M.; Pipiras, Vladas 9 2017 Stable non-Gaussian self-similar processes with stationary increments. Zbl 1499.60002 Pipiras, Vladas; Taqqu, Murad S. 6 2017 Sparse seasonal and periodic vector autoregressive modeling. Zbl 1467.62011 Baek, Changryong; Davis, Richard A.; Pipiras, Vladas 5 2017 Confidence intervals for exceedance probabilities with application to extreme ship motions. Zbl 1380.62223 Glotzer, Dylan; Pipiras, Vladas; Belenky, Vadim; Campbell, Bradley; Smith, Timothy 1 2017 Non-Gaussian semi-stable laws arising in sampling of finite point processes. Zbl 1398.60070 Chaudhuri, Ritwik; Pipiras, Vladas 2 2016 Definitions and representations of multivariate long-range dependent time series. Zbl 1308.62173 Kechagias, Stefanos; Pipiras, Vladas 18 2015 On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation. Zbl 1349.62391 Baek, Changryong; Pipiras, Vladas 7 2014 On integral representations of operator fractional Brownian fields. Zbl 1294.60064 Baek, Changryong; Didier, Gustavo; Pipiras, Vladas 6 2014 A basic course in measure and probability. Theory for applications. Zbl 1350.60001 Leadbetter, Ross; Cambanis, Stamatis; Pipiras, Vladas 4 2014 Can Markov switching model generate long memory? Zbl 1295.62085 Baek, Changryong; Fortuna, Natércia; Pipiras, Vladas 1 2014 Exponents, symmetry groups and classification of operator fractional Brownian motions. Zbl 1259.60041 Didier, Gustavo; Pipiras, Vladas 12 2012 Statistical tests for a single change in mean against long-range dependence. Zbl 1300.62065 Baek, Changryong; Pipiras, Vladas 9 2012 Heavy traffic approximations of a queue with varying service rates and general arrivals. Zbl 1245.60086 Buche, Robert; Ghosh, Arka P.; Pipiras, Vladas 1 2012 Integral representations and properties of operator fractional Brownian motions. Zbl 1284.60079 Didier, Gustavo; Pipiras, Vladas 33 2011 Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding. Zbl 1221.62123 Helgason, Hannes; Pipiras, Vladas; Abry, Patrice 16 2011 Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter. Zbl 1294.62185 Abry, Patrice; Helgason, Hannes; Pipiras, Vladas 6 2011 Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding. Zbl 1217.94002 Helgason, Hannes; Pipiras, Vladas; Abry, Patrice 4 2011 Local and global rank tests for multivariate varying-coefficient models. Zbl 1214.62065 Donald, Stephen G.; Fortuna, Natércia; Pipiras, Vladas 1 2011 Probabilistic sampling of finite renewal processes. Zbl 1229.62111 Antunes, Nelson; Pipiras, Vladas 1 2011 Regularization and integral representations of Hermite processes. Zbl 1216.60029 Pipiras, Vladas; Taqqu, Murad S. 35 2010 Adaptive wavelet decompositions of stationary time series. Zbl 1224.60071 Didier, Gustavo; Pipiras, Vladas 5 2010 Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known. Zbl 1184.62074 Baek, Changryong; Pipiras, Vladas 3 2010 Multifractal random walks as fractional Wiener integrals. Zbl 1367.60035 Abry, Patrice; Chainais, Pierre; Coutin, Laure; Pipiras, Vladas 6 2009 Second order properties of distribution tails and estimation of tail exponents in random difference equations. Zbl 1224.60116 Baek, Changryong; Pipiras, Vladas; Wendt, Herwig; Abry, Patrice 2 2009 Long range dependence, unbalanced Haar wavelet transformation and changes in local mean level. Zbl 1157.42312 Baek, Changryong; Pipiras, Vladas 2 2009 Gaussian stationary processes: Adaptive wavelet decompositions, discrete approximations, and their convergence. Zbl 1157.60028 Didier, Gustavo; Pipiras, Vladas 13 2008 Small and large scale asymptotics of some Lévy stochastic integrals. Zbl 1140.60324 Pipiras, Vladas; Taqqu, Murad S. 2 2008 Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation. Zbl 1129.62021 Pipiras, Vladas; Taqqu, Murad S.; Abry, Patrice 16 2007 On rank estimation in symmetric matrices: the case of indefinite matrix estimators. Zbl 1237.62072 Donald, Stephen G.; Fortuna, Natércia; Pipiras, Vladas 6 2007 Nonminimal sets, their projections and integral representations of stable processes. Zbl 1122.60048 Pipiras, Vladas 3 2007 Integral representations of periodic and cyclic fractional stable motions. Zbl 1130.60048 Pipiras, Vladas; Taqqu, Murad S. 1 2007 Wavelet-based synthesis of the Rosenblatt process. Zbl 1172.94348 Abry, Patrice; Pipiras, Vladas 20 2006 Wavelet-based simulation of fractional Brownian motion revisited. Zbl 1074.60048 Pipiras, Vladas 14 2005 Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed. Zbl 1043.60040 Pipiras, Vladas; Taqqu, Murad S.; Levy, Joshua B. 20 2004 Wavelet-type expansion of the Rosenblatt process. Zbl 1075.60032 Pipiras, Vladas 20 2004 Stable stationary processes related to cyclic flows. Zbl 1054.60056 Pipiras, Vladas; Taqqu, Murad S. 12 2004 Dilated fractional stable motions. Zbl 1055.60041 Pipiras, Vladas; Taqqu, Murad S. 6 2004 Fractional calculus and its connections to fractional Brownian motion. Zbl 1031.60047 Pipiras, Vladas; Taqqu, Murad S. 15 2003 Central limit theorems for partial sums of bounded functionals of infinite-variance moving averages. Zbl 1053.60017 Pipiras, Vladas; Taqqu, Murad S. 11 2003 Can continuous-time stationary stable processes have discrete linear representations? Zbl 1171.60344 Pipiras, Vladas; Taqqu, Murad S.; Abry, Patrice 2 2003 Estimation of the self-similarity parameter in linear fractional stable motion. Zbl 1098.94589 Stoev, Stilian; Pipiras, Vladas; Taqqu, Murad S. 26 2002 The structure of self-similar stable mixed moving averages. Zbl 1016.60057 Pipiras, Vladas; Taqqu, Murad S. 19 2002 Decomposition of self-similar stable mixed moving averages. Zbl 1007.60026 Pipiras, Vladas; Taqqu, Murad S. 15 2002 Deconvolution of fractional Brownian motion. Zbl 1088.60035 Pipiras, Vladas; Taqqu, Murad S. 10 2002 Are classes of deterministic integrands for fractional Brownian motion on an interval complete? Zbl 1003.60055 Pipiras, Vladas; Taqqu, Murad S. 69 2001 Integration questions related to fractional Brownian motion. Zbl 0970.60058 Pipiras, Vladas; Taqqu, Murad S. 131 2000 The limit of a renewal reward process with heavy-tailed rewards is not a linear fractional stable motion. Zbl 0963.60032 Pipiras, Vladas; Taqqu, Murad S. 12 2000 Convergence of the Weierstrass-Mandelbrot process to fractional Brownian motion. Zbl 0976.60042 Pipiras, Vladas; Taqqu, Murad S. 9 2000 Convergence of weighted sums of random variables with long-range dependence. Zbl 1047.60018 Pipiras, Vladas; Taqqu, Murad S. 7 2000 The Weierstrass-Mandelbrot process provides a series approximation to the harmonizable fractional stable motion. Zbl 0949.60050 Pipiras, Vladas; Taqqu, Murad S. 1 2000 The asymptotic decomposition of the distribution function of the sum of independent lattice random variables. Zbl 0234.60023 Pipiras, V. 2 1970 all cited Publications top 5 cited Publications all top 5 Cited by 664 Authors 39 Pipiras, Vladas 35 Taqqu, Murad S. 26 Tudor, Ciprian A. 20 Didier, Gustavo 17 Baek, Changryong 14 Nualart, David 12 Stoev, Stilian A. 12 Surgailis, Donatas 12 Wang, Yizao 11 Abry, Patrice 11 Bai, Shuyang 9 Sabzikar, Farzad 9 Shen, Guangjun 8 Jolis, Maria 7 Grahovac, Danijel 7 Sottinen, Tommi 7 Tudor, Constantin 7 Xiao, Yimin 6 Beran, Jan 6 Diop, Mamadou Abdoul 6 Kleptsyna, Marina L. 6 Leonenko, Nikolai N. 6 Mishura, Yuliya Stepanivna 6 Nourdin, Ivan 6 Podolskij, Mark 6 Viitasaari, Lauri 5 Hu, Yaozhong 5 Kechagias, Stefanos 5 Kozachenko, Yuriĭ Vasyl’ovych 5 Lund, Robert B. 5 Maslowski, Bohdan 5 Olenko, Andriy Yakovych 5 Samorodnitsky, Gennady Pinkhosovich 5 Tindel, Samy 4 Ayache, Antoine 4 Bender, Christian 4 Biermé, Hermine 4 Boniece, B. Cooper 4 Chigansky, Pavel 4 Dai, Hongshuai 4 Ding, Yiming 4 Duncan, Tyrone E. 4 Durieu, Olivier 4 Fink, Holger 4 Gehringer, Johann Rudolf 4 Jach, Agnieszka E. 4 Klüppelberg, Claudia 4 Kokoszka, Piotr S. 4 Leipus, Remigijus 4 Livsey, James 4 Maejima, Makoto 4 Meerschaert, Mark Marvin 4 Paulauskas, Vygantas Ionovič 4 Pilipauskaitė, Vytautė 4 Polosmak, Olga 4 Roueff, François 4 Roy, Parthanil 4 Sundararajan, Raanju Ragavendar 4 Tudor, Maria 4 Wu, Liang 4 Yan, Litan 4 Yin, Xiuwei 3 Alpay, Daniel Aron 3 Anh, Vu Thi Ngoc 3 Azmoodeh, Ehsan 3 Bardet, Jean-Marc 3 Basse-O’Connor, Andreas 3 Baudoin, Fabrice 3 Betken, Annika 3 Chen, Zhenlong 3 Clausel, Marianne 3 Čoupek, Petr 3 Davis, Richard A. 3 Doukhan, Paul 3 Düker, Marie-Christine 3 Dzhaparidze, Kacha 3 Fokianos, Konstantinos 3 Helgason, Hannes 3 Hsing, Tailen 3 Kasinathan, Ramkumar 3 Kasinathan, Ravikumar 3 Léandre, Rémi 3 Lechiheb, Atef 3 León, Jorge A. 3 Levanony, David 3 Lu, Yang 3 Matsui, Muneya 3 Olivera, Christian 3 Slaoui, Meryem 3 Sönmez, Ercan 3 Tian, Peng 3 Viles, Noèlia 3 Wendt, Herwig 2 Alqawba, Mohammed Sulaiman 2 Araya, Héctor 2 Arras, Benjamin 2 Attia, Haim 2 Balan, Raluca M. 2 Barreto-Souza, Wagner 2 Bourguin, Solesne ...and 564 more Authors all top 5 Cited in 155 Serials 59 Stochastic Processes and their Applications 32 Statistics & Probability Letters 23 Journal of Time Series Analysis 22 Bernoulli 16 The Annals of Probability 16 Journal of Theoretical Probability 15 Stochastic Analysis and Applications 15 Electronic Journal of Statistics 9 Journal of Mathematical Analysis and Applications 9 Journal of Multivariate Analysis 9 Journal of Statistical Planning and Inference 9 Theory of Probability and Mathematical Statistics 9 Electronic Journal of Probability 8 Journal of Applied Probability 8 Communications in Statistics. Theory and Methods 7 Advances in Applied Probability 7 Journal of Econometrics 7 Computational Statistics and Data Analysis 7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 7 Stochastics and Dynamics 7 Stochastics 6 Applied and Computational Harmonic Analysis 5 Journal of Statistical Physics 5 Theory of Probability and its Applications 5 Journal of Functional Analysis 5 Queueing Systems 5 The Journal of Fourier Analysis and Applications 5 Statistical Inference for Stochastic Processes 5 Methodology and Computing in Applied Probability 4 Lithuanian Mathematical Journal 4 The Annals of Statistics 4 The Annals of Applied Probability 4 Journal of Statistical Computation and Simulation 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Fractals 4 Random Operators and Stochastic Equations 4 Extremes 4 Mediterranean Journal of Mathematics 4 ALEA. Latin American Journal of Probability and Mathematical Statistics 4 Frontiers of Mathematics in China 4 The Annals of Applied Statistics 3 Annals of the Institute of Statistical Mathematics 3 Probability and Mathematical Statistics 3 Probability Theory and Related Fields 3 Journal of Nonparametric Statistics 3 Brazilian Journal of Probability and Statistics 3 Discrete and Continuous Dynamical Systems. Series B 3 Journal of the Korean Statistical Society 3 Journal of Physics A: Mathematical and Theoretical 3 Modern Stochastics. Theory and Applications 2 Journal of Computational Physics 2 Metrika 2 Physica A 2 Psychometrika 2 Reports on Mathematical Physics 2 Applied Mathematics and Optimization 2 Journal of the American Statistical Association 2 Mathematics and Computers in Simulation 2 Bulletin of the Korean Mathematical Society 2 Statistics 2 Statistical Science 2 Journal of Integral Equations and Applications 2 Signal Processing 2 Computational Statistics 2 Communications in Statistics. Simulation and Computation 2 SIAM Journal on Mathematical Analysis 2 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 2 Potential Analysis 2 Statistica Sinica 2 Monte Carlo Methods and Applications 2 Chaos 2 Fractional Calculus & Applied Analysis 2 Acta Mathematica Sinica. English Series 2 International Journal of Wavelets, Multiresolution and Information Processing 2 Advances in Difference Equations 2 International Journal of Stochastic Analysis 2 Electronic Journal of Mathematical Analysis and Applications EJMAA 1 Applicable Analysis 1 Communications in Mathematical Physics 1 Indian Journal of Pure & Applied Mathematics 1 Nonlinearity 1 Scandinavian Journal of Statistics 1 Chaos, Solitons and Fractals 1 Annali di Matematica Pura ed Applicata. Serie Quarta 1 Applied Mathematics and Computation 1 Collectanea Mathematica 1 Journal of Approximation Theory 1 Journal of Computational and Applied Mathematics 1 Journal of the Indian Institute of Science 1 Mathematische Zeitschrift 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Rendiconti del Circolo Matemàtico di Palermo. Serie II 1 SIAM Journal on Control and Optimization 1 Statistica 1 Tokyo Journal of Mathematics 1 Zeitschrift für Analysis und ihre Anwendungen 1 Acta Applicandae Mathematicae 1 Physica D 1 Sequential Analysis 1 Journal of Complexity ...and 55 more Serials all top 5 Cited in 38 Fields 453 Probability theory and stochastic processes (60-XX) 199 Statistics (62-XX) 35 Harmonic analysis on Euclidean spaces (42-XX) 27 Numerical analysis (65-XX) 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 20 Partial differential equations (35-XX) 16 Ordinary differential equations (34-XX) 14 Real functions (26-XX) 14 Measure and integration (28-XX) 13 Dynamical systems and ergodic theory (37-XX) 11 Operator theory (47-XX) 11 Operations research, mathematical programming (90-XX) 10 Statistical mechanics, structure of matter (82-XX) 8 Functional analysis (46-XX) 7 Integral equations (45-XX) 6 Biology and other natural sciences (92-XX) 6 Information and communication theory, circuits (94-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 4 Approximations and expansions (41-XX) 4 Computer science (68-XX) 3 General and overarching topics; collections (00-XX) 3 History and biography (01-XX) 3 Special functions (33-XX) 3 Integral transforms, operational calculus (44-XX) 3 Fluid mechanics (76-XX) 3 Geophysics (86-XX) 3 Systems theory; control (93-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Classical thermodynamics, heat transfer (80-XX) 2 Quantum theory (81-XX) 1 Mathematical logic and foundations (03-XX) 1 Number theory (11-XX) 1 Algebraic geometry (14-XX) 1 Potential theory (31-XX) 1 Sequences, series, summability (40-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Differential geometry (53-XX) 1 General topology (54-XX) Citations by Year