81 citations · 145 across the 13 of their papers we have counts for
6 papers · 1 filter
Moments, cumulants and diagram formulae for non-linear functionals of random measures
Giovanni Peccati, Murad S. Taqqu
This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is…
Central limit theorems for double Poisson integrals
Giovanni Peccati, Murad S. Taqqu
Motivated by second order asymptotic results, we characterize the convergence in law of double integrals, with respect to Poisson random measures, toward a standard Gaussian distri…
Stein's method and normal approximation of Poisson functionals
Giovanni Peccati, Josep Lluís Solé, Murad S. Taqqu +1
We combine Stein's method with a version of Malliavin calculus on the Poisson space. As a result, we obtain explicit Berry-Esséen bounds in Central Limit Theorems (CLTs) involving…
Central Limit Theorems for arrays of decimated linear processes
François Roueff, Murad S. Taqqu
Linear processes are defined as a discrete-time convolution between a kernel and an infinite sequence of i.i.d. random variables. We modify this convolution by introducing decimati…
Asymptotic normality of wavelet estimators of the memory parameter for linear processes
François Roueff, Murad S. Taqqu
We consider linear processes, not necessarily Gaussian, with long, short or negative memory. The memory parameter is estimated semi-parametrically using wavelets from a sample $X_1…
Estimators of Long-Memory: Fourier versus Wavelets
Gilles Fay, Eric Moulines, François Roueff +1
There have been a number of papers written on semi-parametric estimation methods of the long-memory exponent of a time series, some applied, others theoretical. Some using Fourier…