On covariance functions with slowly or regularly varying modulo of continuity
Artikel i vetenskaplig tidskrift, 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
Författare
Patrik Albin
Chalmers, Matematiska vetenskaper, Analys och sannolikhetsteori
Statistics and Probability Letters
0167-7152 (ISSN)
Vol. 138 177-182Ämneskategorier
Sannolikhetsteori och statistik
Reglerteknik
Matematisk analys
DOI
10.1016/j.spl.2018.03.005