Persistence Probabilities and a Decorrelation Inequality for the Rosenblatt Process and Hermite Processes (Q4618081)

From MaRDI portal
scientific article; zbMATH DE number 7014725
Language Label Description Also known as
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)
    0 references
    0 references
    0 references
    7 February 2019
    0 references
    long-range dependence
    0 references
    persistence
    0 references
    random walk
    0 references
    Hermite process
    0 references
    Rosenblatt process
    0 references
    correlation inequality
    0 references
    first passage times
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references