Regularization and integral representations of Hermite processes
By Vladas Pipiras, Murad S. Taqqu. 2010
75 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/432690d1c2a9af69f997f07ae3a75a935481b3af
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Murad S. Taqqu
- Ciprian A. Tudor
- Shuyang Bai
- M. Maejima
- Frederi G. Viens
- David Nualart
- Alexandra Chronopoulou
- Yaozhong Hu
In Finance
- Murad S. Taqqu
- Ciprian A. Tudor
- Shuyang Bai
- M. Maejima
- David Nualart
- Ivan Nourdin
- Giovanni Peccati
- Frederi G. Viens
Citations in the corpus
- Generalized Hermite processes, discrete chaos and limit theorems (2013, background): “(Proposition 9.3.1 of Peccati and Taqqu [23]) Let gj(x) be a real-valued function in L2(Rkj ), j = 1, . . . , J .”
- On the distribution of the Rosenblatt process (2013, background): “(See Pipiras and Taqqu (2010), Tudor (2008), Tudor and Viens (2009), Veillette and Taqqu (in press) among others.)”