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On covariance functions with slowly or regularly varying modulo of continuity

Author

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  • Albin, J.M.P.

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.

Suggested Citation

  • Albin, J.M.P., 2018. "On covariance functions with slowly or regularly varying modulo of continuity," Statistics & Probability Letters, Elsevier, vol. 138(C), pages 177-182.
    • Handle: RePEc:eee:stapro:v:138:y:2018:i:c:p:177-182
    DOI: 10.1016/j.spl.2018.03.005
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    References listed on IDEAS

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    1. Samorodnitsky, Gennady, 1991. "Probability tails of Gaussian extrema," Stochastic Processes and their Applications, Elsevier, vol. 38(1), pages 55-84, June.
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