Limit theory for spatial averages of random variables with heavy-tailed distributions (CROSBI ID 594914)
Prilog sa skupa u zborniku | ostalo
Podaci o odgovornosti
Tafro, Azra
engleski
Limit theory for spatial averages of random variables with heavy-tailed distributions
Let (Z_i, j) be i.i.d. random variables where the Z_i, j's have regularly varying tail probabilities. Then, under mild conditions on a real sequence (c_k, l), the stationary process (X_i, j) of moving averages of Z's (averaged by coefficients c_k, l) exists. By establishing a limit theory for point processes based on {;X_i, j}; we can explore approximations for probabilities of extremal events. This theory builds on results of Davis and Resnick for extremes of linear processes with heavy-tailed distributions.
Regular variation; Point processes; Extreme value theory
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Podaci o prilogu
20-22.
2009.
objavljeno
Podaci o matičnoj publikaciji
Proceedings of the 16th European Young Statisticians Meeting
Badin, L : Ciumara, R.
Bukurešt:
Podaci o skupu
16th European Young Statisticians Meeting
predavanje
24.08.2009-28.08.2009
Bukurešt, Rumunjska