On covariance functions with slowly or regularly varying modulo of continuity

• 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.

Ämnesord

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)

NATURVETENSKAP  -- Matematik -- Matematisk analys (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Mathematical Analysis (hsv//eng)

Nyckelord

Covariance function

Extreme value theory

Modulo of continuity

Regular variation

Slow variation

Slow variation

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