Shuyang Bai

activity

20122023

most citedGeneralized Hermite processes, discrete chaos and limit theorems

45 citations · 118 across the 23 of their papers we have counts for

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Showing 2014Show all

3 papers · 1 filter

math.PR2014★ 6 cited

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…

math.PR2014★ 7 cited

The impact of the diagonals of polynomial forms on limit theorems with long memory

Shuyang Bai, Murad S. Taqqu

We start with an i.i.d. sequence and consider the product of two polynomial-forms moving averages based on that sequence. The coefficients of the polynomial forms are asymptoticall…

math.PR2014★ 8 cited

Convergence of long-memory discrete $k$ -th order Volterra processes

Shuyang Bai, Murad S. Taqqu

We obtain limit theorems for a class of nonlinear discrete-time processes $X (n)$ called the $k$ -th order Volterra processes of order $k$ . These are moving average $k$ -th order poly…

Structure of the third moment of the generalized Rosenblatt distribution

The impact of the diagonals of polynomial forms on limit theorems with long memory

Convergence of long-memory discrete k-th order Volterra processes

Convergence of long-memory discrete $k$ -th order Volterra processes