On covariance functions with slowly or regularly varying modulo of continuity
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DOI: 10.1016/j.spl.2018.03.005
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- 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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Keywords
Covariance function; Extreme value theory; Modulo of continuity; Regular variation; Slow variation;All these keywords.
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