On covariance functions with slowly or regularly varying modulo of continuity

J.M.P. Albin

Statistics & Probability Letters, 2018, vol. 138, issue C, 177-182

Abstract: By means of Fourier transforms we show that more or less any regularly varying or slowly varying function can feature as the modulo of continuity in squared mean sense of a stationary stochastic process.

Keywords: Covariance function; Extreme value theory; Modulo of continuity; Regular variation; Slow variation (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1016/j.spl.2018.03.005

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