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math.PR2016★ 1 cited
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…
math.PR2016
Hermite rank, power rank and the generalized Weierstrass transform
Shuyang Bai, Murad S. Taqqu
Using the theory of generalized Weierstrass transform, we show that the Hermite rank is identical to the power rank in the Gaussian case, and that an Hermite rank higher than one i…