Long range dependence of heavy-tailed random functions (Q5152512)
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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)
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24 September 2021
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long memory
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random process
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random field
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time series
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level set
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heavy tail
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infinite variance
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short range dependence
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mixing
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subordinated Gaussian process
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stochastic volatility process
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limit theorem
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