Membros > Colaboradores

Vladas Pipiras

Morada Institucional

University of North Carolina - Chapel Hill
Department of Statistics & Operations Research
Hanes Hall
Chapel Hill, NC 27599
USA


Telefone: | Email: pipiras@email.unc.edu

Posição

Professor Catedrático, University of North Carolina – Chapell Hill, Estados Unidos

Área

Estatística e Processos Estocásticos


Publicações

Artigos em Revistas Internacionais

Didier, Gustavo; Pipiras, Vladas (2012) Exponents, Symmetry Groups and Classification of Operator Fractional Brownian Motions. Journal of Theoretical Probability: 25(2), 353-395.
Antunes, Nelson; Pipiras, Vladas (2011) Probabilistic Sampling of Finite Renewal Processes. Bernoulli: 17(4), 1285-1326.
Helgason, Hannes; Pipiras, Vladas; Abry, Patrice (2011) Fast and Exact Synthesis of Stationary Multivariate Gaussian Time Series Using Circulant Embedding. Signal Processing: 91(5), 1123-1133.
Donald, S.G.; Fortuna, N.; Pipiras, Vladas (2011) Local and Global Rank Tests for Multivariate Varying-Coefficient Models. Journal of Business & Economic Statistics: 29(2), 295-306.
Didier, G.; Pipiras, Vladas (2010) Adaptive wavelet decompositions of stationary time series. Journal of Time Series Analysis: 31(3), 182-209.
Baek, Changryong; Pipiras, Vladas (2010) Estimation of Parameters in Heavy-Tailed Distribution When Its Second Order Tail Parameter is Known. Journal of Statistical Planning and Inference: 140(7), 1957-1967.
Pipiras, Vladas; Taqqu, Murad S. (2010) Regularization and Integral Representations of Hermite Processes. Statistics & Probability Letters: 80(23-24), 2014-2023.
Baek, C.; Pipiras, Vladas; Wendt, H.; Abry, P. (2009) Second order properties of distribution tails and estimation of tail exponents in random difference equations. Extremes: 12, 361-400.
Abry, P.; Chainais, P.; Coutin, L. ; Pipiras, Vladas (2009) Multifractal random walks as fractional Wiener integrals. IEEE Transactions on Information Theory: 55(8), 3825-3846.
Baek, C. ; Pipiras, Vladas (2009) Long range dependence, unbalanced Haar wavelet transformation and changes in mean level. International Journal of Wavelets, Multiresolution and Information Processing: 7, 23-58.
Pipiras, Vladas; Taqqu, M. S. (2008) Small and large scale asymptotics of some Levy stochastic integrals. Methodology and Computing in Applied Probability: 10, 299-314.
Pipiras, Vladas; Taqqu, M.S. (2008) Identification of periodic and cyclic fractional stable motions. Annales de L'Institute Henry Poincare: 44, 612-637.
Didier, G.; Pipiras, Vladas (2008) Gaussian stationary processes: adaptive wavelet decompositions, discrete approximations and their convergence. Journal of Fourier Analysis and Applications : 14, 203-234.

Comunicações em Actas de Conferência

Antunes, Nelson; Pipiras, Vladas (2015) Sampling and Censoring in Estimation of Flow Distributions. Proceedings of the IEEE International Conference on Communications (IEEE ICC 2015), London, UK, 8-12 June.
Antunes, Nelson; Pipiras, Vladas (2012)  Inverting flow durations from sampled traffic. Proceedings of the 24th International Teletraffic Congress (ITC’24), Krakow, Poland, 24 – 29 September.
Antunes, Nelson; Pipiras, Vladas (2012) Estimation of flow distributions tails from sampled traffic. Proceedings of the IEEE Statistical Signal Processing Workshop 2012 (SSP’12), Ann Arbor, USA, 5 – 8 August.