On covariance functions with slowly or regularly varying modulo of continuity

被引：0
|
作者：
Albin, J. M. P. [1 ]
机构：
[1] Chalmers Univ Technol, Dept Math Sci, S-41296 Gothenburg, Sweden
来源：
STATISTICS & PROBABILITY LETTERS | 2018年 / 138卷
关键词：
Covariance function; Extreme value theory; Modulo of continuity; Regular variation; Slow variation; GAUSSIAN-PROCESSES; ASYMPTOTIC PROPERTIES;
D O I：
10.1016/j.spl.2018.03.005
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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. (C) 2018 Elsevier B.V. All rights reserved.
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页码：177 / 182
页数：6
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