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• W2621198399 abstract "We introduce a definition of long range dependence of random processes and fields on an (unbounded) index space $Tsubseteq R^d$ in terms of integrability of the covariance of indicators that a random function exceeds any given level. This definition is particularly designed to cover the case of random functions with infinite variance. We show the value of this new definition and its connection to limit theorems on some examples including subordinated Gaussian as well as random volatility fields and time series." @default.
• W2621198399 created "2017-06-09" @default.
• W2621198399 creator A5010812209 @default.
• W2621198399 creator A5036922218 @default.
• W2621198399 date "2017-06-02" @default.
• W2621198399 modified "2023-09-27" @default.
• W2621198399 title "Long range dependence of heavy tailed random functions" @default.
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• W2621198399 hasPublicationYear "2017" @default.
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