Vladas Pipiras
    Research Articles

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    1. "Convergence of the Weierstrass-Mandelbrot process to Fractional Brownian Motion" (with M. S. Taqqu). Fractals. 8 (2000) 369-384.

    2. "The Weierstrass-Mandelbrot process provides a series approximation to the Harmonizable Fractional Stable Motion" (with M. S. Taqqu). In: Fractal Geometry and Stochastics II. Christoph Bandt, Siegfried Graf and Martina Zähle, editors. Birkhäuser, Basel. Series: Progress in Probability. (1999) 161-179.

    3. "Convergence of weighted sums of random variables with long-range dependence" (with M. S. Taqqu). Stochastic Processes and their Applications. 90 (2000) 157-174.

    4. "The limit of a renewal-reward process with heavy-tailed rewards is not a linear fractional stable motion" (with M. S. Taqqu). Bernoulli. 6 (2000) 607-614.

    5. "Integration questions related to fractional Brownian motion" (with M. S. Taqqu). Probability Theory and their Applications. 118 (2000) 251-291.

    6. "Are classes of deterministic integrands for fractional Brownian motion on an interval complete? (with M. S. Taqqu). Bernoulli . 7 (2001) 873-897.

    7. "Deconvolution of fractional Brownian motion" (with M. S. Taqqu). Journal of Time Series Analysis . 23 (2002) 487-501.

    8. "Decomposition of self-similar stable mixed moving averages" (with M. S. Taqqu). Probability Theory and Related Fields. 123 (2002) 412-452.

    9. "The structure of self-similar stable mixed moving averages" (with M. S. Taqqu). The Annals of Probability. 30 (2002) 898-932.

    10. "Estimation of the self-similarity parameter in linear fractional stable motion" (with S. Stoev and M. S. Taqqu). Signal Processing 82 (2002) 1873-1901.

    11. "Fractional calculus and its connections to fractional Brownian motion" (with M. S. Taqqu). In P. Doukhan, G. Oppenheim, and M. S. Taqqu, editors, Long-range Dependence: Theory and Applications . Birkhäuser (2003) 165-201.

    12. "Central limit theorems for partial sums of bounded functionals of infinite-variance moving averages" (with M. S. Taqqu). Bernoulli 9 (2003) 833-855.

    13. "Slow, fast and arbitrary growth conditions for renewal reward processes when the renewals and the rewards are heavy-tailed" (with J. Levy and M. S. Taqqu). Bernoulli 9 (2003) 121-163.

    14. "Can continuous-time stationary stable processes have discrete linear representations?" (with P. Abry and M. S. Taqqu). Statistics & Probability Letters 64 (2003) 147-157.

    15. "Dilated fractional stable motions" (with M. S. Taqqu). Journal of Theoretical Probability 17 (2004) 51-84.

    16. "Stable stationary processes related to cyclic flows" (with M. S. Taqqu). The Annals of Probability 32 (2004) 2222-2260.

    17. "Wavelet-type expansion of the Rosenblatt process". The Journal of Fourier Analysis and Applications 10 (6) (2004) 599-634.

    18. "Wavelet-based simulation of fractional Brownian motion revisited". Applied and Computational Harmonic Analysis 19(1) (2005) 49-60.

    19. "Identification of periodic and cyclic fractional stable motions" (with M. S. Taqqu). Preprint (2004).

    20. "Integral representations of periodic and cyclic fractional stable motions" (with M. S. Taqqu). Preprint (2004).

    21. "Semi-additive functionals and cocycles in the context of self-similarity" (with M. S. Taqqu). Preprint (2004).

    22. "On the usefulness of wavelet-based simulation of fractional Brownian motion". Preprint (2004).

    23. "Long Range Dependence Analysis of Internet Traffic" (with F. Hernandez-Campos, L. Le, J. S. Marron, C. Park, J. Park, F. D. Smith, R. L. Smith, M. Trevero, and Z. Zhu). Preprint, (2004).

    24. "Wavelet-based synthesis of the Rosenblatt process" (with P. Abry). To appear in Signal Processing . Preprint (2005).

    25. "On rank estimation in symmetric matrices: the case of indefinite matrix estimators" (with S. Donald and N. Fortuna). Preprint (2005).

    26. "Local and global rank tests for multivariate varying-coefficient models" (with S. Donald and N. Fortuna). Preprint (2006).

    27. "Gaussian stationary processes: adaptive wavelet decompositions, discrete approximations and their convergence" (with G. Didier). Preprint (2006).

    28. "Adaptive wavelet decompositions of stationary time series" (with G. Didier). Preprint (2006).

    29. "Heavy traffic methods in wireless systems: towards modeling heavy tails and long range dependence" (with R. Buche, A. Ghosh and J. Zhang). To appear in IMA Volumes in Mathematics and its Applications Series, Vol. 143: Wireless Communications, Springer-Verlag (2006).

    30. "Nonminimal sets, their projections and integral representations of stable processes". Preprint (2006).

    31. "Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation" (with P. Abry and M. S. Taqqu). Preprint (2006).

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