45 citations · 118 across the 23 of their papers we have counts for
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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.ST2016
How the instability of ranks under long memory affects large-sample inference
Shuyang Bai, Murad S. Taqqu
Under long memory, the limit theorems for normalized sums of random variables typically involve a positive integer called "Hermite rank". There is a different limit for each Hermit…
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…