8 citations · 16 across the 4 of their papers we have counts for
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Behavior of the generalized Rosenblatt process at extreme critical exponent values
Shuyang Bai, Murad S. Taqqu
The generalized Rosenblatt process is obtained by replacing the single critical exponent characterizing the Rosenblatt process by two different exponents living in the interior of…
Functional Limit Theorems for Toeplitz Quadratic Functionals of Continuous time Gaussian Stationary Processes
Shuyang Bai, Mamikon S. Ginovyan, Murad S. Taqqu
\noindent The paper establishes weak convergence in of normalized stochastic processes, generated by Toeplitz type quadratic functionals of a continuous time Gaussian stat…
Structure of the third moment of the generalized Rosenblatt distribution
Shuyang Bai, Murad S. Taqqu
The Rosenblatt distribution appears as limit in non-central limit theorems. The generalized Rosenblatt distribution is obtained by allowing different power exponents in the kernel…
Convergence of long-memory discrete -th order Volterra processes
Shuyang Bai, Murad S. Taqqu
We obtain limit theorems for a class of nonlinear discrete-time processes called the -th order Volterra processes of order . These are moving average -th order poly…