Complete List of Publications

Refereed Journals
Technical Reports
Book Chapters and Conference Proceedings

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

[1] S. Stoev, V. Pipiras & M.S. Taqqu (2002) “Estimation of the self-similarity parameter in linear fractional stable motion”. 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

[1] S. Stoev & G. Michailidis (2006) 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_&alpha-norms, dominance norms and point queries for non-negative signals Department of Statistics, the University of Michigan, Technical Report 433: arXiv | PDF.

[3] S. Stoev, G. Michailidis & M.S. Taqqu (2007) 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

[1] S. Stoev & M.S. Taqqu (2003) “Wavelet estimation of the Hurst parameter in stable processes”In: 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”. inProceedings 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%.