Long range dependence of heavy-tailed random functions (Q5152512): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 15:57, 8 February 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)
0 references
24 September 2021
0 references
long memory
0 references
random process
0 references
random field
0 references
time series
0 references
level set
0 references
heavy tail
0 references
infinite variance
0 references
short range dependence
0 references
mixing
0 references
subordinated Gaussian process
0 references
stochastic volatility process
0 references
limit theorem
0 references
