Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences (Q1753251)
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scientific article; zbMATH DE number 6875604
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| English | Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences |
scientific article; zbMATH DE number 6875604 |
Statements
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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0.8347680568695068
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0.8167102336883545
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0.8154823184013367
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0.8092656135559082
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0.7863744497299194
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