Murad S. Taqqu

34.0k total citations · 11 hit papers
243 papers, 19.8k citations indexed

About

Murad S. Taqqu is a scholar working on Finance, Economics and Econometrics and Mathematical Physics. According to data from OpenAlex, Murad S. Taqqu has authored 243 papers receiving a total of 19.8k indexed citations (citations by other indexed papers that have themselves been cited), including 152 papers in Finance, 105 papers in Economics and Econometrics and 58 papers in Mathematical Physics. Recurrent topics in Murad S. Taqqu's work include Financial Risk and Volatility Modeling (110 papers), Complex Systems and Time Series Analysis (98 papers) and Stochastic processes and financial applications (94 papers). Murad S. Taqqu is often cited by papers focused on Financial Risk and Volatility Modeling (110 papers), Complex Systems and Time Series Analysis (98 papers) and Stochastic processes and financial applications (94 papers). Murad S. Taqqu collaborates with scholars based in United States, France and United Kingdom. Murad S. Taqqu's co-authors include Walter Willinger, Daniel V. Wilson, W.E. Leland, Robert P. Sherman, Vadim Teverovsky, Gennady Samorodnitsky, Robert Fox, Thomas Mikosch, Vladas Pipiras and Paul Doukhan and has published in prestigious journals such as Journal of Geophysical Research Atmospheres, Journal of the American Statistical Association and Water Resources Research.

In The Last Decade

Murad S. Taqqu

241 papers receiving 18.0k citations

Hit Papers

On the self-similar natur... 1975 2026 1992 2009 1994 1997 1995 1995 1995 1000 2.0k 3.0k
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. On the self-similar nature of Ethernet traffic (extended version)
    1994 3.7k citations Murad S. Taqqu, Walter Willinger et al. profile →
  2. Self-similarity through high-variability: statistical analysis of Ethernet LAN traffic at the source level
    1997 1.1k citations Walter Willinger, Murad S. Taqqu et al. profile →
  3. Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance.
    1995 1.0k citations Gennady Samorodnitsky, Murad S. Taqqu et al. profile →
  4. ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
    1995 895 citations Murad S. Taqqu, Vadim Teverovsky et al. profile →
  5. Long-range dependence in variable-bit-rate video traffic
    1995 858 citations Murad S. Taqqu, Walter Willinger et al. profile →
  6. Theory and applications of long-range dependence
    2003 756 citations Paul Doukhan, Georges Oppenheim et al. Birkhäuser eBooks profile →
  7. On the self-similar nature of Ethernet traffic
    1993 756 citations Murad S. Taqqu, Walter Willinger et al. profile →
  8. Large-Sample Properties of Parameter Estimates for Strongly Dependent Stationary Gaussian Time Series
    1986 606 citations Murad S. Taqqu et al. profile →
  9. Weak convergence to fractional brownian motion and to the rosenblatt process
    1975 520 citations Murad S. Taqqu profile →
  10. Stable Non-Gaussian Random Processes
    2017 506 citations Gennady Samorodnitsky, Murad S. Taqqu profile →
  11. Proof of a fundamental result in self-similar traffic modeling
    1997 476 citations Murad S. Taqqu, Walter Willinger et al. profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Murad S. Taqqu United States 54 7.1k 6.8k 5.8k 2.9k 2.8k 243 19.8k
Walter Willinger United States 59 12.7k 1.8× 1.6k 0.2× 2.6k 0.4× 4.1k 1.4× 4.2k 1.5× 176 18.9k
Harold J. Kushner United States 43 2.3k 0.3× 2.7k 0.4× 879 0.2× 1.5k 0.5× 804 0.3× 216 11.6k
Sean Meyn United States 45 2.0k 0.3× 1.6k 0.2× 710 0.1× 2.7k 0.9× 676 0.2× 250 11.4k
Peter J. Brockwell United States 34 804 0.1× 4.0k 0.6× 3.3k 0.6× 1.2k 0.4× 615 0.2× 139 14.9k
Patrick Billingsley United States 23 805 0.1× 2.9k 0.4× 1.7k 0.3× 493 0.2× 1.1k 0.4× 42 11.8k
E. Seneta Australia 39 909 0.1× 2.1k 0.3× 811 0.1× 472 0.2× 891 0.3× 291 9.3k
Søren Asmussen Denmark 45 1.2k 0.2× 2.8k 0.4× 772 0.1× 752 0.3× 285 0.1× 171 9.6k
Jan Beran Germany 24 1.3k 0.2× 2.6k 0.4× 2.9k 0.5× 483 0.2× 799 0.3× 97 6.3k
John N. Tsitsiklis United States 65 10.0k 1.4× 679 0.1× 747 0.1× 4.7k 1.6× 1.1k 0.4× 262 23.6k
Peter Whittle United Kingdom 43 1.1k 0.1× 1.1k 0.2× 1.8k 0.3× 836 0.3× 489 0.2× 169 9.3k

Countries citing papers authored by Murad S. Taqqu

Since Specialization
Citations

This map shows the geographic impact of Murad S. Taqqu's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Murad S. Taqqu with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Murad S. Taqqu more than expected).

Fields of papers citing papers by Murad S. Taqqu

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Murad S. Taqqu. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Murad S. Taqqu. The network helps show where Murad S. Taqqu may publish in the future.

Co-authorship network of co-authors of Murad S. Taqqu

This figure shows the co-authorship network connecting the top 25 collaborators of Murad S. Taqqu. A scholar is included among the top collaborators of Murad S. Taqqu based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Murad S. Taqqu. Murad S. Taqqu is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Leonenko, Nikolai, et al.. (2018). Four moments theorems on Markov chains. OpenBU (Boston University). 3 indexed citations
2.
Pipiras, Vladas & Murad S. Taqqu. (2017). Long-Range Dependence and Self-Similarity. Cambridge University Press eBooks. 20 indexed citations
3.
Taqqu, Murad S., et al.. (2016). A unified approach to self-normalized block sampling. Stochastic Processes and their Applications. 126(8). 2465–2493. 5 indexed citations
4.
Taqqu, Murad S., et al.. (2014). Generalized Hermite processes, discrete chaos and limit theorems. Stochastic Processes and their Applications. 124(4). 1710–1739. 21 indexed citations
5.
Clausel, Marianne, François Roueff, Murad S. Taqqu, & Ciprian A. Tudor. (2014). Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders. Stochastic Processes and their Applications. 124(7). 2517–2541. 3 indexed citations
6.
Taqqu, Murad S., et al.. (2011). A Technique for Computing the PDFs and CDFs of Nonnegative Infinitely Divisible Random Variables. Journal of Applied Probability. 48(1). 217–237. 1 indexed citations
7.
Taqqu, Murad S., et al.. (2011). A Technique for Computing the PDFs and CDFs of Nonnegative Infinitely Divisible Random Variables. Journal of Applied Probability. 48(1). 217–237. 8 indexed citations
8.
Clausel, Marianne, François Roueff, Murad S. Taqqu, & Ciprian A. Tudor. (2011). Wavelet estimation of the long memory parameter for Hermite polynomial\n of Gaussian processes. arXiv (Cornell University). 16 indexed citations
9.
Lévy‐Leduc, Céline, et al.. (2010). Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes. Journal of Time Series Analysis. 32(2). 135–156. 31 indexed citations
10.
Conti, Pier Luigi, Livia De Giovanni, Stilian Stoev, & Murad S. Taqqu. (2008). Confidence intervals for the long memory parameter based on wavelets and resampling. Statistica Sinica. 18(2). 559–579. 8 indexed citations
11.
Bradley, Brendan & Murad S. Taqqu. (2005). How to Estimate Spatial Contagion between Financial Markets. SSRN Electronic Journal. 19 indexed citations
12.
Bradley, Brendan & Murad S. Taqqu. (2005). Empirical Evidence on Spatial Contagion Between Financial Markets. SSRN Electronic Journal. 22 indexed citations
13.
Bradley, Brendan & Murad S. Taqqu. (2004). Framework for Analyzing Spatial Contagion between Financial Markets. SSRN Electronic Journal. 29 indexed citations
14.
Doukhan, Paul, Georges Oppenheim, & Murad S. Taqqu. (2003). Theory and applications of long-range dependence. Birkhäuser eBooks. 756 indexed citations breakdown →
15.
Willinger, Walter, Murad S. Taqqu, & Vadim Teverovsky. (1998). Stock Market Prices and Long-Range Dependence. SSRN Electronic Journal. 2 indexed citations
16.
Willinger, Walter, Vern Paxson, & Murad S. Taqqu. (1998). Self-similarity and heavy tails: structural modeling of network traffic. 27–53. 233 indexed citations
17.
Crovella, Mark, Murad S. Taqqu, & Azer Bestavros. (1998). Heavy-tailed probability distributions in the World Wide Web. 3–25. 221 indexed citations
18.
Kallsen, Jan & Murad S. Taqqu. (1995). Option Pricing in ARCH-type Models: with Detailed Proofs. Virology. 8(1). 13–26. 2 indexed citations
19.
20.
Eberlein, Ernst & Murad S. Taqqu. (1986). Dependence in probability and statistics : a survey of recent results (Oberwolfach, 1985). Birkhäuser eBooks. 2 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Walter Willinger Breakdown of academic impact, for papers by Harold J. Kushner Breakdown of academic impact, for papers by Sean Meyn Breakdown of academic impact, for papers by Peter J. Brockwell Breakdown of academic impact, for papers by Patrick Billingsley Breakdown of academic impact, for papers by E. Seneta Breakdown of academic impact, for papers by Søren Asmussen Breakdown of academic impact, for papers by Jan Beran Breakdown of academic impact, for papers by John N. Tsitsiklis Breakdown of academic impact, for papers by Peter Whittle
Rankless by CCL
2026