Functional convergence for moving averages with heavy tails and random coefficients (CROSBI ID 264559)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Krizmanić, Danijel
engleski
Functional convergence for moving averages with heavy tails and random coefficients
We study functional convergence of sums of moving averages with random coefficients and heavy-tailed innovations. Under some standard moment conditions and the assumption that all partial sums of the series of coefficients are a.s. bounded between zero and the sum of the series we obtain functional convergence of the corresponding partial sum stochastic process in the space D[0, 1] of càdlàg functions with the Skorohod M2 topology.
Functional limit theorem ; Regular variation ; M2 topology ; Moving average process
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Podaci o izdanju
16 (1)
2019.
729-757
objavljeno
1980-0436
10.30757/ALEA.v16-26