We introduce a broad class of self-similar processes {Z (t), t≥ 0} called generalized Hermite
processes. They have stationary increments, are defined on a Wiener chaos with Hurst …

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 …

This article considers multivariate linear processes whose components are either short-or
long-range dependent. The functional central limit theorems for the sample mean and the …

In an early article on near-unit root autoregression, Ahtola and Tiao (1984) studied the
behavior of the score function in a stationary first order autoregression driven by …

This article considers multivariate linear processes whose components are either short-or
long-range dependent. The functional central limit theorems for the sample mean and the …

This thesis is concerned with high-dimensional time series in the context of long-range
dependence and nonstationarity. It is composed of three major parts. The first two parts …

In probability and statistical applications, methods to deal with random variables differ
according to their dependence structures. The covariance and spectral functions are …

The thesis is made up of a number of studies involving long-range dependence (LRD), that
is, a slow power-law decay in the temporal correlation of stochastic models. Such a …

Long-range dependence meets short-range dependence: multivariate limit theorems Page 1
Long-range dependence meets short-range dependence: multivariate limit theorems Ray(Shuyang) …