81 citations · 495 across the 57 of their papers we have counts for
Showing 2015 · math.STShow all
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math.ST2015★ 2 cited
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…
math.ST2015★ 2 cited
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…
math.ST2015★ 1 cited
Rosenblatt distribution subordinated to gaussian random fields with long-range dependence
N. N. Leonenko, M. D. Ruiz-Medina, M. S. Taqqu
The Karhunen-Loève expansion and the Fredholm determinant formula are used to derive an asymptotic Rosenblatt-type distribution of a sequence of integrals of quadratic functions of…