Concepedia

Vadim Teverovsky

VT

7

Publications

2.3K

Citations

7

H-Index

1995

Active since

Affiliations

Boston University(Current)

AT&T (United States)

Vadim Teverovsky is an author at Boston University specializing in engineering, statistics, and estimation theory.

Top concepts

EngineeringStatisticsBusinessEconomicsEconometricsEstimation TheoryFunctional Data AnalysisFinanceForecastingData Science

Publications per year

1995–1999

7

Publications

7

ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY

Murad S. Taqqu, Vadim Teverovsky, Walter Willinger · Fractals · 1995 · 1.2K citations

Engineering, Self-similarity Parameter, Estimation Statistic +11

Stock market prices and long-range dependence

Walter Willinger, Murad S. Taqqu, Vadim Teverovsky · Finance and Stochastics · 1999 · 371 citations

Economics, Financial Economics, Stock Prices +5

A critical look at Lo's modified R/S statistic

Vadim Teverovsky, Murad S. Taqqu, Walter Willinger · Journal of Statistical Planning and Inference · 1999 · 195 citations · Full text

Is Network Traffic Self-Similar or Multifractal?

Murad S. Taqqu, Vadim Teverovsky, Walter Willinger · Fractals · 1997 · 171 citations

Network Traffic Self-similar, Internet Traffic Analysis, Network Science +11

Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator

Vadim Teverovsky, Murad S. Taqqu · Journal of Time Series Analysis · 1997 · 154 citations

Economics, Non‐ Stationarity, Engineering +14

Rows per page

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