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Generalized Hermite processes, discrete chaos and limit theorems · Study

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ArticleGeneralized Hermite processes, discrete chaos and limit theorems

Shuyang Bai2014

OA

Articlebronze2014

Generalized Hermite processes, discrete chaos and limit theorems

Shuyang Bai · Murad S. Taqqu

43 citations·0/0 files stored·Stochastic Processes and their Applications

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Stochastic processes and financial applications Stochastic processes and statistical mechanics Random Matrices and Applications

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References

1968Fractional Brownian Motions, Fractional Noises and Applications 2006The Malliavin Calculus and Related Topics 1979Convergence of integrated processes of arbitrary Hermite rank 2012Selected Aspects of Fractional Brownian Motion 2008Analysis of the Rosenblatt process 1961Independence and Dependence 2004Self‐Similar Processes 2007Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem

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Year2014

Typearticle

Published2014-01-03

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations43

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.spa.2013.12.011

openalex_workW2016323189

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