Suivre
Stilian Stoev
Titre
Citée par
Citée par
Année
Inference for dynamic and latent variable models via iterated, perturbed Bayes maps
EL Ionides, D Nguyen, Y Atchadé, S Stoev, AA King
Proceedings of the National Academy of Sciences 112 (3), 719-724, 2015
1942015
Semi-parametric estimation of the long-range dependence parameter: A survey
JM Bardet, G Lang, G Oppenheim, A Philippe, S Stoev, MS Taqqu
Theory and applications of long-range dependence 557, 577, 2003
1782003
Simulation methods for linear fractional stable motion and FARIMA using the Fast Fourier Transform
S Stoev, MS Taqqu
Fractals 12 (01), 95-121, 2004
1742004
On the wavelet spectrum diagnostic for Hurst parameter estimation in the analysis of Internet traffic
S Stoev, MS Taqqu, C Park, JS Marron
Computer Networks 48 (3), 423-445, 2005
1462005
LASS: a tool for the local analysis of self-similarity
S Stoev, MS Taqqu, C Park, G Michailidis, JS Marron
Computational statistics & data analysis 50 (9), 2447-2471, 2006
1202006
How rich is the class of multifractional Brownian motions?
SA Stoev, MS Taqqu
Stochastic processes and their applications 116 (2), 200-221, 2006
1142006
Extremal stochastic integrals: a parallel between max-stable processes and α-stable processes
SA Stoev, MS Taqqu
Extremes 8 (4), 237-266, 2005
962005
Estimation of the self-similarity parameter in linear fractional stable motion
S Stoev, V Pipiras, MS Taqqu
Signal Processing 82 (12), 1873-1901, 2002
902002
Conditional sampling for spectrally discrete max-stable random fields
Y Wang, SA Stoev
Advances in Applied Probability 43 (2), 461-483, 2011
822011
On the structure and representations of max-stable processes
Y Wang, SA Stoev
Advances in Applied Probability 42 (3), 855-877, 2010
742010
On the ergodicity and mixing of max-stable processes
SA Stoev
Stochastic processes and their Applications 118 (9), 1679-1705, 2008
722008
Stochastic properties of the linear multifractional stable motion
S Stoev, MS Taqqu
Advances in applied probability 36 (4), 1085-1115, 2004
692004
Estimating heavy-tail exponents through max self–similarity
SA Stoev, G Michailidis, MS Taqqu
IEEE Transactions on Information Theory 57 (3), 1615-1636, 2011
502011
Path properties of the linear multifractional stable motion
S Stoev, MS Taqqu
Fractals 13 (02), 157-178, 2005
472005
Strengths and limitations of the wavelet spectrum method in the analysis of internet traffic
S Stoev, M Taqqu, C Park, JS Marron
Preprint, 2004
372004
Ergodic properties of sum-and max-stable stationary random fields via null and positive group actions
Y Wang, P Roy, SA Stoev
362013
AMON: An open source architecture for online monitoring, statistical analysis, and forensics of multi-gigabit streams
M Kallitsis, SA Stoev, S Bhattacharya, G Michailidis
IEEE Journal on Selected Areas in Communications 34 (6), 1834-1848, 2016
342016
Probabilities of concurrent extremes
C Dombry, M Ribatet, S Stoev
Journal of the American Statistical Association 113 (524), 1565-1582, 2018
332018
On global modeling of backbone network traffic
S Stoev, G Michailidis, J Vaughan
2010 Proceedings IEEE INFOCOM, 1-5, 2010
332010
Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations
S Stoev, MS Taqqu
Journal of Time Series Analysis 26 (2), 211-249, 2005
322005
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