Integration questions related to fractional Brownian motion V Pipiras, MS Taqqu Probability theory and related fields 118, 251-291, 2000 | 488 | 2000 |
Long-range dependence and self-similarity V Pipiras, MS Taqqu Cambridge university press, 2017 | 336 | 2017 |
Are classes of deterministic integrands for fractional Brownian motion on an interval complete? V Pipiras, MS Taqqu | 194 | 2001 |
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 | 128 | 2021 |
Integral representations and properties of operator fractional Brownian motions G Didier, V Pipiras | 115 | 2011 |
Estimation of the self-similarity parameter in linear fractional stable motion S Stoev, V Pipiras, MS Taqqu Signal Processing 82 (12), 1873-1901, 2002 | 90 | 2002 |
Regularization and integral representations of Hermite processes V Pipiras, MS Taqqu Statistics & probability letters 80 (23-24), 2014-2023, 2010 | 78 | 2010 |
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 | 75 | 2011 |
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 | 67 | 2011 |
Fractional calculus and its connections to fractional Brownian motion V Pipiras, MS Taqqu Theory and applications of long-range dependence, 165-201, 2003 | 66 | 2003 |
Definitions and representations of multivariate long‐range dependent time series S Kechagias, V Pipiras Journal of Time Series Analysis 36 (1), 1-25, 2015 | 61 | 2015 |
Wavelet-based synthesis of the Rosenblatt process P Abry, V Pipiras Signal processing 86 (9), 2326-2339, 2006 | 60 | 2006 |
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 | 60 | 2004 |
The limit of a renewal reward process with heavy-tailed rewards is not a linear fractional stable motion V Pipiras, MS Taqqu | 55 | 2000 |
Wavelet-based simulation of fractional Brownian motion revisited V Pipiras Applied and Computational Harmonic Analysis 19 (1), 49-60, 2005 | 51 | 2005 |
Wavelet-type expansion of the Rosenblatt process V Pipiras Journal of Fourier Analysis and Applications 10, 599-634, 2004 | 48 | 2004 |
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 | 47 | 2018 |
Deconvolution of fractional Brownian motion V Pipiras, MS Taqqu Journal of Time Series Analysis 23 (4), 487-501, 2002 | 43 | 2002 |
Exponents, symmetry groups and classification of operator fractional Brownian motions G Didier, V Pipiras Journal of Theoretical Probability 25 (2), 353-395, 2012 | 41 | 2012 |
The structure of self-similar stable mixed moving averages V Pipiras, MS Taqqu The Annals of Probability 30 (2), 898-932, 2002 | 37 | 2002 |