2 citations · 3 across the 4 of their papers we have counts for
7 papers
Limit Theorems for Conservative Flows on Multiple Stochastic Integrals
Shuyang Bai
We consider a stationary sequence constructed by a multiple stochastic integral and an infinite-measure conservative dynamical system. The random measure defining the multi…
Representations of Hermite processes using local time of intersecting stationary stable regenerative sets
Shuyang Bai
Hermite processes are a class of self-similar processes with stationary increments. They often arise in limit theorems under long-range dependence. We derive new representations of…
A functional non-central limit theorem for multiple-stable processes with long-range dependence
Shuyang Bai, Takashi Owada, Yizao Wang
A functional limit theorem is established for the partial-sum process of a class of stationary sequences which exhibit both heavy tails and long-range dependence. The stationary se…
Sensivity of the Hermite rank
Shuyang Bai, Murad s. Taqqu
The Hermite rank appears in limit theorems involving long memory. We show that an Hermite rank higher than one is unstable when the data is slightly perturbed by transformations su…
The universality of homogeneous polynomial forms and critical limits
Shuyang Bai, Murad S. Taqqu
Nourdin et al. [9] established the following universality result: if a sequence of off-diagonal homogeneous polynomial forms in i.i.d. standard normal random variables converges in…
Multivariate limits of multilinear polynomial-form processes with long memory
Murad S. Taqqu, Shuyang Bai
We consider the multilinear polynomial-form process \[X(n)=\sum_{1\le i_1<\ldots<i_k<\infty}a_{i_1}\ldots a_{i_k}ε_{n-i_1}\ldotsε_{n-i_k},\] obtained by applying a multilinear poly…