Long range dependence of heavy-tailed random functions (Q5152512): Difference between revisions

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Property / author: Evgueni Spodarev / rank
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Latest revision as of 17:27, 26 July 2024

scientific article; zbMATH DE number 7400610
Language Label Description Also known as
English
Long range dependence of heavy-tailed random functions
scientific article; zbMATH DE number 7400610

    Statements

    Long range dependence of heavy-tailed random functions (English)
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    24 September 2021
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    long memory
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    random process
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    random field
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    time series
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    level set
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    heavy tail
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    infinite variance
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    short range dependence
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    mixing
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    subordinated Gaussian process
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    stochastic volatility process
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    limit theorem
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