Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution. - Emanuele Taufer; Nikolai Leonenko (Comput. Stat. Data Anal., 2009)

Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. - Emanuele Taufer; Nikolai Leonenko; Marco Bee (Comput. Stat. Data Anal., 2011)

Inference procedures for stable-Paretian stochastic volatility models. - Simos G. Meintanis; Emanuele Taufer (Math. Comput. Model., 2012)

Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function. - Simos G. Meintanis; Joseph Ngatchou-Wandji; Emanuele Taufer (J. Multivar. Anal., 2015)

Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein-Uhlenbeck processes. - S. Rao Jammalamadaka; Emanuele Taufer (Commun. Stat. Simul. Comput., 2019)

Cumulants of Multivariate Symmetric and Skew Symmetric Distributions. - Sreenivasa Rao Jammalamadaka; Emanuele Taufer; György H. Terdik (Symmetry, 2021)

MultiStatM: Multivariate Statistical Methods in R. - György Terdik; Emanuele Taufer (R J., 2025)