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Vladas Pipiras
Vladas Pipiras
Professor of Statistics and Operations Research, University of North Carolina
Verified email at email.unc.edu - Homepage
Title
Cited by
Cited by
Year
Integration questions related to fractional Brownian motion
V Pipiras, MS Taqqu
Probability theory and related fields 118, 251-291, 2000
4542000
Long-range dependence and self-similarity
V Pipiras, MS Taqqu
Cambridge university press, 2017
3022017
Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
V Pipiras, MS Taqqu
Bernoulli, 873-897, 2001
1862001
Integral representations and properties of operator fractional Brownian motions
G Didier, V Pipiras
Bernoulli, 1-33, 2011
1092011
Estimation of the self-similarity parameter in linear fractional stable motion
S Stoev, V Pipiras, MS Taqqu
Signal Processing 82 (12), 1873-1901, 2002
872002
Count time series: A methodological review
RA Davis, K Fokianos, SH Holan, H Joe, J Livsey, R Lund, V Pipiras, ...
Journal of the American Statistical Association 116 (535), 1533-1547, 2021
822021
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
772011
Regularization and integral representations of Hermite processes
V Pipiras, MS Taqqu
Statistics & probability letters 80 (23-24), 2014-2023, 2010
742010
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
652011
Fractional calculus and its connections to fractional Brownian motion
V Pipiras, MS Taqqu
Theory and applications of long-range dependence, 165-201, 2003
622003
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
602004
Definitions and representations of multivariate long‐range dependent time series
S Kechagias, V Pipiras
Journal of Time Series Analysis 36 (1), 1-25, 2015
582015
The limit of a renewal reward process with heavy-tailed rewards is not a linear fractional stable motion
V Pipiras, MS Taqqu
Bernoulli, 607-614, 2000
552000
Wavelet-based synthesis of the Rosenblatt process
P Abry, V Pipiras
Signal processing 86 (9), 2326-2339, 2006
532006
Wavelet-based simulation of fractional Brownian motion revisited
V Pipiras
Applied and Computational Harmonic Analysis 19 (1), 49-60, 2005
492005
Wavelet-type expansion of the Rosenblatt process
V Pipiras
Journal of Fourier Analysis and Applications 10, 599-634, 2004
462004
Deconvolution of fractional Brownian motion
V Pipiras, MS Taqqu
Journal of Time Series Analysis 23 (4), 487-501, 2002
422002
Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts
J Livsey, R Lund, S Kechagias, V Pipiras
The Annals of Applied Statistics 12 (1), 408-431, 2018
392018
Exponents, symmetry groups and classification of operator fractional Brownian motions
G Didier, V Pipiras
Journal of Theoretical Probability 25 (2), 353-395, 2012
382012
The structure of self-similar stable mixed moving averages
V Pipiras, MS Taqqu
The Annals of Probability 30 (2), 898-932, 2002
372002
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Articles 1–20