On covariance functions with slowly or regularly varying modulo of continuity
Journal article, 2018
By means of Fourier transforms we show that more or less any regularly varying or slowly varying function can feature as the modulo of continuity in squared mean sense of a stationary stochastic process.
Slow variation
Covariance function
Regular variation
Extreme value theory
Modulo of continuity
Author
Patrik Albin
Chalmers, Mathematical Sciences, Analysis and Probability Theory
Statistics and Probability Letters
0167-7152 (ISSN)
Vol. 138 177-182Subject Categories
Probability Theory and Statistics
Control Engineering
Mathematical Analysis
DOI
10.1016/j.spl.2018.03.005