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Visiting Power Laws in Cyber‐Physical Networking Systems
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Visiting Power Laws in Cyber‐Physical Networking Systems (2011)Visiting Power Laws in Cyber‐Physical Net…Heavy-Tailed Distributions in Disaster Analysis (2010)Heavy-Tailed Distributions in…Fractal Time Series—A Tutorial Review (2009)Fractal Time Series—A Tutoria…Modeling network traffic using generalized Cauchy process (2008)Modeling network traffic usin…Performance analysis of a discrete-time queuing system with a correlated train arrival process (2005)Performance analysis of a dis…Stochastic Models That Separate Fractal Dimension and the Hurst Effect (2004)Stochastic Models That Separa…Inference in Arch and Garch Models with Heavy-Tailed Errors (2003)Inference in Arch and Garch M…Geostatistics: Modeling Spatial Uncertainty (2000)Geostatistics: Modeling Spati…A Practical Guide to Heavy Tails (2000)A Practical Guide to Heavy Ta…Multifractals and 1/ƒ Noise (1999)Multifractals and 1/ƒ NoiseGeostatistics (1999)GeostatisticsA Practical Guide to Heavy Tails: Statistical Techniques and Applications (1999)A Practical Guide to Heavy Ta…Wavelet analysis of long-range-dependent traffic (1998)Wavelet analysis of long-rang…Statistics for Long-Memory Processes. (1996)Statistics for Long-Memory Pr…Multivariate Geostatistics: An Introduction With Applications. (1996)Multivariate Geostatistics: A…G.Samorodnitsky,M.S.Taqqu:Stable non-Gaussian Random Processes--Stochastic Models with Infinite Variance (1996)G.Samorodnitsky,M.S.Taqqu:Sta…ON THE VARIATION OF YIELD VARIANCE WITH PLOT SIZE (1956)ON THE VARIATION OF YIELD VAR…Fractional Brownian Motions, Fractional Noises and Applications (1968)Geostatistical Space-Time Models, Stationarity, Separability, and Full Symmetry (2006)Multi-scaling in finance (2007)Cross-Covariance Functions for Multivariate Geostatistics (2015)The Behavior of Stock-Market Prices (1965)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY (2005)Break detection in the covariance structure of multivariate time series models (2009)Break detection in the covariance structure of multivariate time series models (2009)ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (1995)A multifractal wavelet model with application to network traffic (1999)A wavelet-based joint estimator of the parameters of long-range dependence (1999)Stock market prices and long-range dependence (1999)Fractional market dynamics (2000)Estimating long range dependence: finite sample properties and confidence intervals (2001)Model-Based Geostatistics (1998)Spatial data analysis: theory and practice (2004)An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach (2011)Extreme Value Theory as a Risk Management Tool (1999)Estimation and interpretation of 1/fα noise in human cognition (2004)Extreme value theory and Value-at-Risk: Relative performance in emerging markets (2004)Statistical properties of the volatility of price fluctuations (1999)The Distribution of Realized Exchange Rate Volatility (2001)Improving the performance of predictive process modeling for large datasets (2008)Likelihood-based representation of epistemic uncertainty due to sparse point data and/or interval data (2011)A critical look at Lo's modified R/S statistic (1999)Regular variation of GARCH processes (2002)Arbitrage in fractional Brownian motion models (2003)Under the hood Issues in the specification and interpretation of spatial regression models (2002)Verification, validation, and predictive capability in computational engineering and physics (2004)Spatial Analysis (2005)
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References

  • 2000Geostatistics: Modeling Spatial Uncertainty2,880 cited
  • 1996Statistics for Long-Memory Processes.2,686 cited
  • 1999Geostatistics1,833 cited
  • 1998Wavelet analysis of long-range-dependent traffic957 cited
  • 1999A Practical Guide to Heavy Tails: Statistical Techniques and Applications639 cited
  • 1996Multivariate Geostatistics: An Introduction With Applications.589 cited
  • 1996G.Samorodnitsky,M.S.Taqqu:Stable non-Gaussian Random Processes--Stochastic Models with Infinite Variance559 cited
  • 2000A Practical Guide to Heavy Tails451 cited
  • 2004Stochastic Models That Separate Fractal Dimension and the Hurst Effect444 cited
  • 2003Inference in Arch and Garch Models with Heavy-Tailed Errors362 cited
  • 1999Multifractals and 1/ƒ Noise326 cited
  • 2009Fractal Time Series—A Tutorial Review231 cited
  • 2010Heavy-Tailed Distributions in Disaster Analysis104 cited
  • 2008Modeling network traffic using generalized Cauchy process85 cited
  • 1956ON THE VARIATION OF YIELD VARIANCE WITH PLOT SIZE69 cited
  • 2005Performance analysis of a discrete-time queuing system with a correlated train arrival process

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