45 citations · 118 across the 23 of their papers we have counts for
5 papers · 1 filter
A unified approach to self-normalized block sampling
Shuyang Bai, Murad S. Taqqu, Ting Zhang
The inference procedure for the mean of a stationary time series is usually quite different under various model assumptions because the partial sum process behaves differently depe…
On the validity of resampling methods under long memory
Shuyang Bai, Murad S. Taqqu
For long-memory time series, inference based on resampling is of crucial importance, since the asymptotic distribution can often be non-Gaussian and is difficult to determine stati…
Short-range dependent processes subordinated to the Gaussian may not be strong mixing
Shuyang Bai, Murad S. Taqqu
There are all kinds of weak dependence. For example, strong mixing. Short-range dependence (SRD) is also a form of weak dependence. It occurs in the context of processes that are s…
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…
Constraining quantum critical dynamics: 2+1D Ising model and beyond
William Witczak-Krempa
Quantum critical (QC) phase transitions generally lead to the absence of quasiparticles. The resulting correlated quantum fluid, when thermally excited, displays rich universal dyn…