← All authors Vladas Pipiras University of North Carolina at Chapel Hill (from arXiv:2307.10454, 2023) · ORCID · OpenAlex
64 papers in scope · 64 published · 1 on the econ.EM arXiv · 1,678 citations · h-index 20 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
George Michailidis Jiahe Lin Young-Hoon Kim Zachary F. Fisher Marie-Christine Düker Likai Chen Wei Biao Wu Elvin Isufi Nathanaël Perraudin Geert Leus Andreas Loukas Yuefeng Han David S. Matteson Bernd Funovits Sayar Karmakar Stefan Richter Kejin Wu Ruey S. Tsay Timo Teräsvirta Niklas Ahlgren Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 64)
Parametric Multi-Fidelity Monte Carlo Estimation With Applications to Extremes
published 2026 · Technometrics
with Minji Kim, Brendan Brown
Penalized Subgrouping of Heterogeneous Time Series
published 2026 · Multivariate Behavioral Research · first circulated 2024
Consistency of Lloyd’s algorithm under perturbations
published 2026 · Electronic Journal of Statistics · first circulated 2023
with Hui Shen, Dhruv Patel, Shankar Bhamidi, Yufeng Liu
published 2025 · Journal of Time Series Analysis · 7 citations · first circulated 2018
Group Integrative Dynamic Factor Models With Application to Multiple Subject Brain Connectivity
published 2024 · Biometrical Journal · 1 citations · first circulated 2023
Regularisation and central limit theorems for an inverse problem in network sampling applications
published 2024 · Journal of nonparametric statistics
with Nelson Antunes, Gonçalo Jacinto
Cyclical long memory: Decoupling, modulation, and modeling
published 2024 · Stochastic Processes and their Applications · 2 citations
with Stefanos Kechagias, Pavlos Zoubouloglou
Structured Estimation of Heterogeneous Time Series
published 2024 · Multivariate Behavioral Research · 5 citations · first circulated 2023
Benchmarking of direct counting approaches
published 2024 · Ocean Engineering · 5 citations
with Clève Wandji, Vladimir Shigunov, Vadim Belenky
High-dimensional latent Gaussian count time series: Concentration results for autocovariances and applications
published 2024 · Electronic Journal of Statistics · 4 citations · first circulated 2023
Local Whittle estimation of high-dimensional long-run variance and precision matrices
published 2023 · The Annals of Statistics · 4 citations · first circulated 2021
Statistical inference for mean and variance of oscillatory processes
published 2023 · Ocean Engineering · 2 citations
with Dylan Glotzer, Vadim Belenky, Kenneth Weems, Michael Levine
Detecting Changes in Correlation Networks with Application to Functional Connectivity of FMRI Data
published 2023 · Psychometrika · 2 citations
with Changryong Baek, Benjamin Leinwand, Kristen A. Lindquist, Seok-Oh Jeong, Joseph B. Hopfinger, Katheleen M. Gates
Block dense weighted networks with augmented degree correction
published 2022 · Network Science · 4 citations · first circulated 2021
with Benjamin Leinwand
Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data
published 2022 · Psychometrika · 17 citations · first circulated 2020
Cotrending: Testing for common deterministic trends in varying means model
published 2021 · Journal of Multivariate Analysis · 1 citations
Count Time Series: A Methodological Review
published 2021 · Journal of the American Statistical Association · 134 citations
with Richard A. Davis, Konstantinos Fokianos, Scott H. Holan, Harry Joe, James Livsey, Robert Lund, Налини Равишанкер
Sampling methods and estimation of triangle count distributions in large networks
published 2021 · Network Science · 11 citations
with Nelson Antunes, Tianjian Guo
Sampling Based Estimation of In-Degree Distribution for Directed Complex Networks
published 2021 · Journal of Computational and Graphical Statistics · 6 citations · first circulated 2018
with Nelson Antunes, Shankar Bhamidi, Tianjian Guo, Bang Wang
Stationary subspace analysis of nonstationary covariance processes: Eigenstructure description and testing
published 2020 · Bernoulli · 3 citations · first circulated 2019
with Raanju R. Sundararajan, Mohsen Pourahmadi
A Square-Root Second-Order Extended Kalman Filtering Approach for Estimating Smoothly Time-Varying Parameters
published 2020 · Multivariate Behavioral Research · 1 citations
Two sample tests for high-dimensional autocovariances
published 2020 · Computational Statistics & Data Analysis · 5 citations
with Changryong Baek, Katheleen M. Gates, Benjamin Leinwand
Modeling bivariate long‐range dependence with general phase
published 2019 · Journal of Time Series Analysis · 1 citations
with Stefanos Kechagias
Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity
published 2019 · Journal of Statistical Planning and Inference · 10 citations
with Changryong Baek, Stefanos Kechagias
Periodic dynamic factor models: estimation approaches and applications
published 2018 · Electronic Journal of Statistics · 16 citations
with Changryong Baek, Richard Davis
Domain and range symmetries of operator fractional Brownian fields
published 2017 · Stochastic Processes and their Applications · 1 citations
with Gustavo Didier, Mark M. Meerschaert
Small and large scale behavior of moments of Poisson cluster processes
published 2017 · ESAIM Probability and Statistics · 1 citations
Sparse seasonal and periodic vector autoregressive modeling
published 2016 · Computational Statistics & Data Analysis · 11 citations
with Changryong Baek, Richard A. Davis
Convex Optimization and Feasible Circulant Matrix Embeddings in Synthesis of Stationary Gaussian Fields
published 2015 · Journal of Computational and Graphical Statistics · 4 citations
with Hannes Helgason, Stefanos Kechagias
DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG‐RANGE DEPENDENT TIME SERIES
published 2014 · Journal of Time Series Analysis · 38 citations
with Stefanos Kechagias
On integral representations of operator fractional Brownian fields
published 2014 · Statistics & Probability Letters · 8 citations
with Changryong Baek, Gustavo Didier
Can Markov switching model generate long memory?
published 2014 · Economics Letters · 4 citations
with Changryong Baek, Natércia Fortuna
On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation
published 2014 · Electronic Journal of Statistics · 14 citations
with Changryong Baek
Smoothing Windows for the Synthesis of Gaussian Stationary Random Fields Using Circulant Matrix Embedding
published 2013 · Journal of Computational and Graphical Statistics · 9 citations
Heavy Traffic Approximations of a Queue with Varying Service Rates and General Arrivals
published 2012 · Stochastic Models · 3 citations
with R. Buche, Arka P. Ghosh
Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the hurst parameter
published 2011 · Lithuanian Mathematical Journal · 20 citations
Statistical tests for a single change in mean against long‐range dependence
published 2011 · Journal of Time Series Analysis · 20 citations
with Changryong Baek
Exponents, Symmetry Groups and Classification of Operator Fractional Brownian Motions
published 2011 · Journal of Theoretical Probability · 37 citations
with Gustavo Didier
Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding
published 2011 · Signal Processing · 24 citations
Integral representations and properties of operator fractional Brownian motions
published 2011 · Bernoulli · 86 citations
with Gustavo Didier
Local and Global Rank Tests for Multivariate Varying-Coefficient Models
published 2010 · Journal of Business and Economic Statistics · 2 citations · first circulated 2005
with Stephen G. Donald, Natércia Fortuna
Long-range dependence analysis of Internet traffic
published 2010 · Journal of Applied Statistics · 54 citations
Regularization and integral representations of Hermite processes
published 2010 · Statistics & Probability Letters · 70 citations
with Murad S. Taqqu
Adaptive wavelet decompositions of stationary time series
published 2010 · Journal of Time Series Analysis · 12 citations
with Gustavo Didier
Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known
published 2010 · Journal of Statistical Planning and Inference · 8 citations
with Changryong Baek
Multifractal Random Walks as Fractional Wiener Integrals
published 2009 · IEEE Transactions on Information Theory · 21 citations
Second order properties of distribution tails and estimation of tail exponents in random difference equations
published 2009 · Extremes · 7 citations
Gaussian Stationary Processes: Adaptive Wavelet Decompositions, Discrete Approximations, and Their Convergence
published 2008 · Journal of Fourier Analysis and Applications · 29 citations
with Gustavo Didier
Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation
published 2007 · Bernoulli · 26 citations
ON RANK ESTIMATION IN SYMMETRIC MATRICES: THE CASE OF INDEFINITE MATRIX ESTIMATORS
published 2007 · Econometric Theory · 24 citations · first circulated 2005
with Stephen G. Donald, Natércia Fortuna
Nonminimal sets, their projections and integral representations of stable processes
published 2007 · Stochastic Processes and their Applications · 7 citations
Wavelet-based simulation of fractional Brownian motion revisited
published 2005 · Applied and Computational Harmonic Analysis · 128 citations
Wavelet-Type Expansion of the Rosenblatt Process
published 2004 · Journal of Fourier Analysis and Applications · 44 citations
Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed
published 2004 · Bernoulli · 49 citations
with Murad S. Taqqu, Joshua B. Levy
Dilated Fractional Stable Motions
published 2004 · Journal of Theoretical Probability · 16 citations
with Murad S. Taqqu
Central limit theorems for partial sums of bounded functionals of infinite-variance\\moving averages
published 2003 · Bernoulli · 20 citations
with Murad S. Taqqu
Can continuous-time stationary stable processes have discrete linear representations?
published 2003 · Statistics & Probability Letters · 4 citations
Deconvolution of fractional brownian motion
published 2002 · Journal of Time Series Analysis · 2 citations
with Murad S. Taqqu
The structure of self-similar stable mixed moving averages
published 2002 · The Annals of Probability · 40 citations
with Murad S. Taqqu
Are Classes of Deterministic Integrands for Fractional Brownian Motion on an Interval Complete?
published 2001 · Bernoulli · 140 citations
with Murad S. Taqqu
CONVERGENCE OF THE WEIERSTRASS-MANDELBROT PROCESS TO FRACTIONAL BROWNIAN MOTION
published 2000 · Fractals · 20 citations
with Murad S. Taqqu
Convergence of weighted sums of random variables with long-range dependence
published 2000 · Stochastic Processes and their Applications · 12 citations
with Murad S. Taqqu
Integration questions related to fractional Brownian motion
published 2000 · Probability Theory and Related Fields · 379 citations
with Murad S. Taqqu
The Limit of a Renewal Reward Process with Heavy-Tailed Rewards Is Not a Linear Fractional Stable Motion
published 2000 · Bernoulli · 43 citations
with Murad S. Taqqu
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