45 citations · 118 across the 23 of their papers we have counts for
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math.PR2021★ 2 cited
Tail processes for stable-regenerative multiple-stable model
Shuyang Bai, Yizao Wang
We investigate a family of discrete-time stationary processes defined by multiple stable integrals and renewal processes with infinite means. The model may exhibit behaviors of sho…
math.PR2021
Phase transition for extremes of a family of stationary multiple-stable processes
Shuyang Bai, Yizao Wang
We investigate a family of multiple-stable processes that may exhibit either long-range or short-range dependence, depending on the parameters. There are two parameters for the pro…