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math.PR2026
Long-memory Hermite functional processes in functional time series spectral asymptotics
M. C. Düker, P. Zoubouloglou, M. D. Ruiz-Medina
Functional Non-Central Limit Theorems (NCLTs) are derived, in the functional spectral domain (see RuizMedina, 2022), for square integrable transformations, mapping an H_{1}-valued…
math.PR2025
On extremes for Gaussian subordination
Shuyang Bai, Marie-Christine Duker
This paper investigates extreme value theory for processes obtained by applying transformations to stationary Gaussian processes, also called subordinated Gaussian processes. The m…