81 citations · 495 across the 57 of their papers we have counts for
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math.PR2012★ 1 cited
Multivariate limit theorems in the context of long-range dependence
Murad S. Taqqu, Shuyang Bai
We study the limit law of a vector made up of normalized sums of functions of long-range dependent stationary Gaussian series. Depending on the memory parameter of the Gaussian ser…
math.PR2012★ 8 cited
High order chaotic limits of wavelet scalograms under long--range dependence
Marianne Clausel, François Roueff, Murad S. Taqqu +1
Let be a non--linear function of a Gaussian process with long--range dependence. The resulting process is not Gaussian…