Published July 29, 2026 | Version 1.0.0

Reproducibility archive for "Separated-increment correlations under inverse-subordinator time changes: an observation-window phase diagram"

Authors/Creators

  • 1. Faculty of Economics and Business, University of Groningen

Description

This archive contains the LaTeX source, bibliography, figures, deterministic Python verification scripts, and documentation supporting the article “Separated-increment correlations under inverse-subordinator time changes: an observation-window phase diagram.” The article studies how the correlation between separated increments of an inverse-subordinator time-changed Lévy process depends on the growth rule of the later observation window. The verification scripts reproduce the reported stable-clock and regular-variation diagnostics and regenerate the figures. No external dataset is used or included.

Files

Wei_Zhu_Separated_Increment_Correlations_Zenodo_v1.0.0.zip

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