Theory and applications of long-range dependence

Fractional Brownian Motion and Long-Range Dependence / Murad S. Taqqu

Historical Comments Related to Fractional Brownian Motion / George M. Molchan

Models, Inequalities, and Limit Theorems for Stationary Sequences / Paul Doukhan

Limit Theorems under Seasonal Long-Memory / Mohamedou Ould Haye and Marie-Claude Viano

CLTs for Polynomials of Linear Sequences: Diagram Formula with Illustrations / D. Surgailis

Non-CLTs: U-Statistics, Multinomial Formula and Approximations of Multiple Ito-Wiener Integrals / D. Surgailis

Decomposition for Generalized U-Statistics of Long-Memory Linear Processes / Hwai-Chung Ho and Tailen Hsing

Limit Theorems for Infinite Variance Sequences / Makoto Maejima

Fractional Calculus and Its Connections to Fractional Brownian Motion / Vladas Pipiras and Murad S. Taqqu

Stochastic Integration with Respect to Fractional Brownian Motion / Laurent Decreusefond

Parametric Estimation Under Long-Range Dependence / L. Giraitis and P. M. Robinson

Semiparametric Spectral Estimation for Fractional Processes / Eric Moulines and Philippe Soulier

Nonparametric Estimation for Long-Range Dependent Sequences / Paul Doukhan, Abdelali Khezour and Gabriel Lang

Estimation of Long Memory in Volatility / Rohit S. Deo and Clifford M. Hurvich

Detection and Estimation of Changes in Regime / Piotr Kokoszka and Remigijus Leipus

Robust Estimators in Regression Models with Long Memory Errors / H. L. Koul and D. Surgailis

Prediction of Long-Memory Time Series / R. J. Bhansali and P. S. Kokoszka

Long-Range Dependence and Data Network Traffic / Walter Willinger, Vern Paxson, Rolf H. Riedi and Murad S. Taqqu

Large Deviations of Queues with Long-Range Dependent Input / Ilkka Norros

Long-Range Dependence Paradigm for Macroeconomics and Finance / Marc Henry and Paolo Zaffaroni

Long-Range Dependence Effects and ARCH Modeling / Thomas Mikosch and Catalin Starica

Long-Range Dependence in Hydrology / Alberto Montanari

Wavelet Based Estimation of Local Kolmogorov Turbulence / George C. Papanicolaou and Knut Solna

Limit Theorems for the Burgers Equation Initialized by Data with Long-Range Dependence / D. Surgailis and W. A. Woyczynski

Self-Similarity and Long-Range Dependence through the Wavelet Lens / Patrice Abry, Patrick Flandrin, Murad S. Taqqu and Darryl Veitch

Semi-Parametric Estimation of the Long-Range Dependence Parameter: A Survey / Jean-Marc Bardet, Gabriel Lang, Georges Oppenheim, Anne Philippe, Stilian Stoev and Murad S. Taqqu

Generators of Long-Range Dependent Processes: A Survey / Jean-Marc Bardet, Gabriel Lang, Georges Oppenheim, Anne Philippe and Murad S. Taqqu

Multifractal Processes / Rudolf H. Riedi.