45 citations · 118 across the 23 of their papers we have counts for
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math.PR2019★ 2 cited
Representations of Hermite processes using local time of intersecting stationary stable regenerative sets
Shuyang Bai
Hermite processes are a class of self-similar processes with stationary increments. They often arise in limit theorems under long-range dependence. We derive new representations of…
math.PR2019★ 2 cited
A functional non-central limit theorem for multiple-stable processes with long-range dependence
Shuyang Bai, Takashi Owada, Yizao Wang
A functional limit theorem is established for the partial-sum process of a class of stationary sequences which exhibit both heavy tails and long-range dependence. The stationary se…