2 citations · 3 across the 4 of their papers we have counts for
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Joint sum-max limit for a class of long-range dependent processes with heavy tails
Shuyang Bai, He Tang
We consider a class of stationary processes exhibiting both long-range dependence and heavy tails. Separate limit theorems for sums and for extremes have been established recently…
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…
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…