Bai, Shuyang; Taqqu, Murad S. - In: Stochastic Processes and their Applications 124 (2014) 4, pp. 1710-1739
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 index H∈(1/2,1), and include Hermite processes as a special case. They are defined through a homogeneous kernel g,...