Murad Taqqu

Professor Emeritus at Mathematics and Statistics, Boston University7 Followers

A driving force in studies related to mathematics and statistics, Murad Taqqu is an emeritus professor at Boston University. With a career that spans decades, Professor Taqqu has contributed significantly to the academic community through his teaching and research. His work has been instrumental in shaping the understanding of complex mathematical concepts, and he has inspired countless students and colleagues with his insights and expertise. As a respected figure in his field, Professor Taqqu continues to influence the landscape of mathematics and statistics, leaving a lasting impact on both the university and the broader academic world.

Research Interests

Mathematical statistics stochastic processes time series analysis probability theory

Publications

1 - Self-similarity through high-variability,ACM SIGCOMM Computer Communication Review

Walter Willinger , Murad S. Taqqu , Robert Sherman , Daniel V. Wilson ,

, 100-113, 1995-10-01

2 - Impact of the Sampling Rate on the Estimation of the Parameters of Fractional Brownian Motion,Journal of Time Series Analysis

Zhengyuan Zhu , Murad S. Taqqu ,

, 367-380, 2006-03-23

3 - Proof of a fundamental result in self-similar traffic modeling,ACM SIGCOMM Computer Communication Review

Murad S. Taqqu , Walter Willinger , Robert Sherman ,

, 5-23, 1997-04-01

4 - Stochastic properties of the linear multifractional stable motion,Advances in Applied Probability

Stilian Stoev , Murad S. Taqqu ,

, 1085-1115, 2004-12-01

5 - Stochastic properties of the linear multifractional stable motion,Advances in Applied Probability

Stilian Stoev , Murad S. Taqqu ,

, 1085-1115, 2004-12-01

6 - AN EXTREME VALUE THEORY APPROACH TO THE ALLOCATION OF MULTIPLE ASSETS,International Journal of Theoretical and Applied Finance

BRENDAN O. BRADLEY , MURAD S. TAQQU ,

, 1031-1068, 2004-12-01

7 - Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences,Journal of Time Series Analysis

Nikolay M. Babayan , Mamikon S. Ginovyan , Murad S. Taqqu ,

, 622-652, 2020-12-27

8 - Toward A Convergence Theory For Continuous Stochastic Securities Market Models1,Mathematical Finance

Walter Willinger , Murad S. Taqqu ,

, 55-59, 1991-01-01

9 - Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations,Journal of Time Series Analysis

Stilian Stoev , Murad S. Taqqu ,

, 211-249, 2005-02-17

10 - Note on evaluations of R/S for fractional noises and geophysical records,Water Resources Research

, 349-350, 1970-02-01

11 - On the self-similar nature of Ethernet traffic,ACM SIGCOMM Computer Communication Review

Will E. Leland , Walter Willinger , Murad S. Taqqu , Daniel V. Wilson ,

, 202-213, 1995-01-11

12 - On the self-similar nature of Ethernet traffic,ACM SIGCOMM Computer Communication Review

Will E. Leland , Murad S. Taqqu , Walter Willinger , Daniel V. Wilson ,

, 183-193, 1993-10-01

13 - The Modelling of Ethernet Data and of Signals that are Heavy‐tailed with Infinite Variance*,Scandinavian Journal of Statistics

MURAD S. TAQQU ,

, 273-295, 2002-05-27

14 - PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION,Fractals

STILIAN STOEV , MURAD S. TAQQU ,

, 157-178, 2005-06-01

15 - SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM,Fractals

STILIAN STOEV , MURAD S. TAQQU ,

, 95-121, 2004-03-01

16 - HOW COMPLETE RANDOM PERMUTATIONS AFFECT THE DEPENDENCE STRUCTURE OF STATIONARY SEQUENCES WITH LONG-RANGE DEPENDENCE,Fractals

YINGCHUN ZHOU , MURAD S. TAQQU ,

, 205-222, 2006-09-01

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