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A complete convergence theorem for stationary regularly varying multivariate time series (CROSBI ID 231376)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
Basrak, Bojan ; Tafro, Azra
A complete convergence theorem for stationary regularly varying multivariate time series // Extremes, 19 (2016), 3; 549-560. doi: 10.1007/s10687-016-0253-5
Podaci o odgovornosti
Basrak, Bojan ; Tafro, Azra
engleski
A complete convergence theorem for stationary regularly varying multivariate time series
For a class of stationary regularly varying and weakly dependent multi- variate time series (Xn), we prove the so- called complete convergence result for the space–time point processes of the form Nn = ni=1 δ(i/n, Xi/an). As an applica- tion of our main theorem, we give a simple proof of the invariance principle for the corresponding partial maximum process.
Regular variation ; Point processes ; Complete convergence ; Extremal process
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