Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences (Q1753251)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences |
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Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences (English)
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28 May 2018
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fractional Brownian motion
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fractional Gaussian noise
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long-range dependence
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persistence probability
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stationary Gaussian processes
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