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On covariance funct...
On covariance functions with slowly or regularly varying modulo of continuity
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- Albin, Patrik, 1960 (author)
- Gothenburg University,Göteborgs universitet,Institutionen för matematiska vetenskaper,Department of Mathematical Sciences,Chalmers tekniska högskola,Chalmers University of Technology
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(creator_code:org_t)
- Elsevier BV, 2018
- 2018
- English.
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In: Statistics and Probability Letters. - : Elsevier BV. - 0167-7152. ; 138, s. 177-182
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Abstract
Subject headings
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- 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.
Subject headings
- 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)
Keyword
- Covariance function
- Extreme value theory
- Modulo of continuity
- Regular variation
- Slow variation
- Slow variation
Publication and Content Type
- ref (subject category)
- art (subject category)
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