**Selected Papers**

- “On the Association of Sum- and Max-Stable Processes”,
*Statistics and Probability Letters*, 80 (2010) pp 480-488. (with Y. Wang) - “On the estimation of the extremal index based on scaling and resampling”,
*Journal of Computational and Graphical Statistics*, 18(3) (2009) pp 731-755. (with K. Hamidieh and G. Michailidis). - “On the ergodicity and mixing of max-stable processes”,
*Stochastic Processes and their Applications*, 118(9) (2008), pp 1679-1705. - “Extremal stochastic integrals: a parallel between max-stable processes and &alpha -stable processes”,
*Extremes*, 8 (2005), pp 237-266. (with M.S. Taqqu) - “Asymptotic self-similarity and wavelet estimation for long-range dependent FARIMA time series with stable innovations”,
*Journal of Time Series Analysis*, 26(2) (2005), pp 211-249. (with M.S. Taqqu)

**Recent Preprints**

- Inference on the endpoint of human lifespan and its inherent statistical difficulty: Discussion on the paper by Holger Rootzen and Dmitrii Zholud ‘Human life is unlimited – but short.’: Preprint | MATLAB code.
*Functional Limit Theorems for Maxima in Hölder Spaces*, Department of Statistics, the University of Michigan, Technical Report 518: PDF*Decomposability for Stable Processes*(with Y. Wang and P. Roy) Department of Statistics, the University of Michigan, Technical Report 520: arXiv | PDF*Conditional Sampling for Max-Stable Random Fields*(with Y. Wang) Department of Statistics, the University of Michigan, Technical Report 509: arXiv | PDF| Software.*Global Modeling and Prediction of Computer Network Traffic*, Department of Statistics, the University of Michigan, Technical Report 490: arXiv | PDF.*Network-wide Statistical Modeling and Prediction of Computer Traffic*, (with J. Vaughan and G. Michailidis), Department of Statistics, the University of Michigan, Technical Report 501: arXiv | PDF.*On the Structure and Representations of Max-Stable Processes*, (with Y. Wang), Department of Statistics, the University of Michigan, Technical Report 487: PDF.*Ergodic properties of sum- and max- stable stationary random fields via null and positive group actions*(with Y. Wang and P. Roy), Department of Statistics, the University of Michigan, Technical Report 501: arXiv|PDF.

**Published** Top

*Signal Processing*, {82} (2002), pp 1873-1901. [2] S. Stoev & M.S. Taqqu (2004) “Simulation methods for linear fractional stable motion and FARIMA using the Fast Fourier Transform”,

*Fractals*, 12(1) (2004), pp 95-121. [3] S. Stoev & M.S. Taqqu (2004) “Stochastic properties of the linear multifractional stable motion”,

*Advances in Applied Probability*, 36 (2004), pp 1085-1115. [4] S. Stoev & M.S. Taqqu (2005) “Asymptotic self-similarity and wavelet estimation for long-range dependent FARIMA time series with stable innovations”,

*Journal of Time Series Analysis*, 26(2) (2005), pp 211-249. [5] S. Stoev & M.S. Taqqu (2005) “Path properties of the linear multifractional stable motion”,

*Fractals*, 13(2) (2005), pp 157-178. [6] S. Stoev, M.S. Taqqu, C. Park & J.S. Marron (2005) “On the wavelet spectrum diagnostic for Hurst parameter estimation in the analysis of Internet traffic”,

*Computer Networks*, 48 (2005), pp 423-445. [7] S. Stoev & M.S. Taqqu (2005) “Weak convergence to the tangent process of the linear multifractional stable motion”,

*PLISKA – Studia Mathematica Bulgarica*, 17 (2005), pp 271-294. [8] S. Stoev & M.S. Taqqu (2006) “How rich is the class of multifractional Brownian motions?”,

*Stochastic Processes and Their Applications*, 116(2) (2006), pp 200-221. [9] S. Stoev, M.S. Taqqu, C. Park, G. Michailidis & J.S. Marron (2006) “LASS: a tool for the local analysis of self-similarity”,

*Computational Statistics and Data Analysis*, 50 (2006), pp 2447-2471. [10] S. Stoev & M.S. Taqqu (2005) “Extremal stochastic integrals: a parallel between max-stable processes and &alpha -stable processes”,

*Extremes*, 8 (2005), pp 237-266. [11] C. Park, F. Godtliebsen, S. Stoev, M.S. Taqqu & J.S. Marron (2007) “Visualization and inference based on wavelet coefficients SiZer and SiNos”.

*Journal of Computational and Graphical Statistics*, 51 (2007), pp 5994-6012. [12] S. Stoev & M.S. Taqqu (2007) “Limit theorems for sums of heavy-tailed terms with random dependent weights”.

*Methodology and Computing in Applied Probability*, 9 (2007), pp 55-87. [13] S. Stoev & M.S. Taqqu (2007) “Limit theorems for maxima of heavy-tailed terms with random dependent weights”,

*PLISKA – Studia Mathematica Bulgarica*, 18 (2007), pp 361-378. [14] P.-L. Conti, L. De Giovanni, S. Stoev & M.S. Taqqu (2008) “Confidence intervals for the long memory parameter based on wavelets and resampling”.

*Statistica Sinica*, 18(2), pp 559-579. [15] S. Stoev (2008) “On the ergodicity and mixing of max-stable processes”.

*Stochastic Processes and their Applications*, 118(9), pp 1679-1705. [16] M. Meerschaert & S. Stoev (2009) “Extremal limit theorems for observations separated by random waiting times”,

*Journal of Statistical Planning and Inference*, 139(7) (2009), pp 2175-2188. [17] Stoev, S. and Michailidis, G. (2009) “On the estimation of the heavy-tail exponent in time series using the max-spectrum”,

*Applied Stochastic Models in Business and Industry*. [18] Hamidieh, K, Stoev, S., & Michailidis, G. (2009) “On the estimation of the extremal index based on scaling and resampling”,

*Journal of Computational and Graphical Statistics*, 18(3) (2009) pp 731-755. [19] Y. Wang & S. Stoev (2009) “On the association of sum- and max-stable processes”,

*Statistics and Probability Letters*, 80 (2010) pp 480-488. [20] Y. Wang & S. Stoev (2010) “On the structure and representations of max-stable processes”,

*Advances in Applied Probability*, 42(3), pp 855-877. [21] A. Ruzmaikin, J. Feynman, & S. Stoev (2011), “Distribution and clustering of fast coronal mass ejections”,

*Journal of Geophysical Research*, 116. [22] S. Stoev, G. Michailidis & M.S. Taqqu (2011) “Estimating heavy-tail exponents through max self-similarity”,

*IEEE Transactions on Information Theory*, 57(3), pp 1615-1635.

**Preprints and Technical Reports** Top

*On the estimation of the heavy-tail exponent in time series using the max-spectrum*. Department of Statistics, the University of Michigan, Technical Report 447: arXiv | PDF. [2] S. Stoev & M.S. Taqqu (2006)

*Max-stable sketches: estimation of L*Department of Statistics, the University of Michigan, Technical Report 433: arXiv | PDF. [3] S. Stoev, G. Michailidis & M.S. Taqqu (2007)

_{&alpha}-norms, dominance norms and point queries for non-negative signals*Estimating heavy-tail exponents through max self-similarity*. Department of Statistics, the University of Michigan, Technical Report 447: arXiv | PDF. [4] K. Hamidieh, S. Stoev & G. Michailidis (2007)

*On the estimation of the extremal index based on scaling and resampling*, Department of Statistics, the University of Michigan, Technical Report 462: arXiv | PDF. [5] Y. Wang & S. Stoev (2009)

*On the Structure and Representations of Max-Stable Processes*, Department of Statistics, the University of Michigan, Technical Report 487: arXiv| PDF. [6] K. Hamidieh, S. Stoev & G. Michailidis (2009)

*Intensity Based Estimation of Value-at-Risk*, submitted to CSDA. [7] Y. Wang, P. Roy & S. Stoev (2009)

*Ergodic properties of sum- and max- stable stationary random fields via null and positive group actions*, Department of Statistics, the University of Michigan, Technical Report 501: arXiv | PDF. [8] S. Stoev, G. Michailidis & J. Vaughan (2009)

*Global Modeling and Prediction of Computer Network Traffic*, Department of Statistics, the University of Michigan, Technical Report 490: arXiv | PDF. [9] A. Ruzmaikin, J. Feynman, and S. Stoev (2010),

*Distribution and Clustering of Fast Coronal Mass Ejections*, submitted to Geophysical Research Letters. [10] J. Vaughan, S. Stoev, & G. Michailidis (2010),

*Network-wide Statistical Modeling and Prediction of Computer Traffic*, Department of Statistics, the University of Michigan, Technical Report 501: arXiv | PDF. [11] Y. Wang & S. Stoev (2010)

*Conditional Sampling for Max-Stable Random Fields*, Department of Statistics, the University of Michigan, Technical Report 509:arXiv | PDF | Software. [12] S. Stoev (2011)

*Functional Limit Theorems for Maxima in Hölder Spaces*, Department of Statistics, the University of Michigan, Technical Report 518: PDF [13] Y. Wang, S. Stoev & P. Roy (2011)

*Decomposability for Stable Processes*, Department of Statistics, the University of Michigan, Technical Report 520: arXiv |PDF

**Book Chapters and Conference Proceedings
**

**Top**

*Processes with Long Range Correlations: Theory and Applications*, G. Rangarajan and M. Ding editors, Springer Verlag, Berlin, 2003, Lecture Notes in Physics No. 621, pp 61-87. [2] J.-M. Bardet, G. Lang, G. Oppenheim, A. Philippe, M.S. Taqqu & S. Stoev (2003) “Semi-parametric estimation of the long-range dependence parameter: A survey”. In:

*Theory and Applications of Long-range Dependence*, P. Doukhan, G. Oppenheim, and M.S. Taqqu, editors, Birkhauser, Boston, 2003, pp 579-623. [3] S. Stoev, M. Hadjieleftheiou, G. Kollios & M.S. Taqqu (2007) “Norm, point, and distance estimation over multiple signals using max-stable distributions”. in

*Proceedings of the 23rd International Conference on Data Engineering*ICDE, Istanbul, Turkey, April 2007.

*Acceptance rate: 18.5%*. [4] S. Stoev (2010) “Max-Stable Processes: Representations, Ergodic Properties and Statistical Applications”. In:

*Dependence, with Applications in Statistics and Econometrics*, P. Doukhan, G. Lang, D. Surgailis and G. Teyssiere, editors,

*Springer, New York, Lecture Notes in Statistics*. [5] S. Stoev, G. Michailidis, and J. Vaughan (2010) “On Global Modeling of Network Traffic”,

*INFOCOM 2010, The 29th Conference on Computer Communications,*San Diego, California, March 2010.

*Acceptance rate: 17%*.