Persistence Probabilities and a Decorrelation Inequality for the Rosenblatt Process and Hermite Processes (Q4618081)
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scientific article; zbMATH DE number 7014725
Language | Label | Description | Also known as |
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English | Persistence Probabilities and a Decorrelation Inequality for the Rosenblatt Process and Hermite Processes |
scientific article; zbMATH DE number 7014725 |
Statements
Persistence Probabilities and a Decorrelation Inequality for the Rosenblatt Process and Hermite Processes (English)
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7 February 2019
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long-range dependence
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persistence
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random walk
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Hermite process
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Rosenblatt process
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correlation inequality
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first passage times
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