{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q1888751","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q1888751","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q1888751","kernelVersion":"v1","immutable":true,"modified":"2026-01-04T13:38:34Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q1888751","name":"Long strange segments in a long-range-dependent moving average.","headline":"Long strange segments in a long-range-dependent moving average.","description":"scientific article; zbMATH DE number 2119493","url":"https://portal.mardi4nfdi.de/entity/Q1888751","datePublished":"2004-11-26","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q578716"},{"@id":"https://portal.mardi4nfdi.de/entity/Q188406"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q61365"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.1016/S0304-4149(00)00088-0","url":"https://doi.org/10.1016/S0304-4149(00)00088-0"},"sameAs":["https://doi.org/10.1016/S0304-4149(00)00088-0"],"comment":"Let \\(\\{Z_ t\\}\\) be i.i.d. random variables with zero mean and \\(L_ 1(\\lambda ), L_ 2(\\lambda )\\) slowly varying functions at infinity. Assume that \\(P(| Z_ 0| >\\lambda ) = L_ 1(\\lambda )\\lambda ^ {-\\alpha }\\), \\(\\lim _ {\\lambda \\to \\infty } \\{P(Z_ 0>\\lambda )/P(| Z_ 0| >\\lambda )\\}=p\\), \\(\\lim _ {\\lambda \\to \\infty } \\{P(Z_ 0<-\\lambda )/P(| Z_ 0| >\\lambda )\\}=q\\) for some \\(\\alpha >1\\) and \\(0<p=1-q\\leq 1\\). Define \\(X_ n=\\mu +\\sum _ {j=-\\infty }^ {\\infty } \\varphi _ {n-j} Z_ j\\). Further assume that there exists a function \\(\\varphi (t)=L_ 2(t)t^ {-h}\\geq 0\\) with \\(h>\\max \\{\\alpha ^ {-1}, 0.5\\}\\) such that \\(\\lim _ {j\\to \\infty } \\{\\varphi _ j/\\varphi (j)\\} =\\xi _ +\\), \\(\\lim _ {j\\to \\infty } \\{\\varphi _ {-j}/\\varphi (j)\\} =\\xi _ -\\) for some \\(\\xi _ +,\\xi _ -\\geq 0\\). For \\(\\theta >\\mu \\) define \\(R_ n=\\sup \\{j-i: 0\\leq i<j\\leq n, (j-i)^ {-1} (X_ {i+1}+\\cdots +X_ j)>\\theta \\}\\). The variable \\(R_ n\\) can be called ``the length of a long strange interval''. The main result of the paper is a derivation of the asymptotic distribution of the appropriately normalized \\(R_ n\\). Roughly speaking, \\(R_ n\\) grows as \\(n^ {1/\\alpha h}\\) if \\(h<1\\) and as \\(n^ {1/\\alpha }\\) if \\(h>1\\).","citation":[{"@id":"https://portal.mardi4nfdi.de/entity/Q4865042"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4726487"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1188830"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3134548"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4004188"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1872494"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3771297"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4301585"}]},"provenance":{"prov:generatedAtTime":"2026-01-04T13:38:34Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}