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Pregled bibliografske jedinice broj: 620434

Limit theory for spatial averages of random variables with heavy-tailed distributions


Tafro, Azra
Limit theory for spatial averages of random variables with heavy-tailed distributions // Proceedings of the 16th European Young Statisticians Meeting / Badin, L : Ciumara, R. (ur.).
Bucharest, 2009. str. 20-22 (predavanje, nije recenziran, cjeloviti rad (in extenso), ostalo)


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Naslov
Limit theory for spatial averages of random variables with heavy-tailed distributions

Autori
Tafro, Azra

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), ostalo

Izvornik
Proceedings of the 16th European Young Statisticians Meeting / Badin, L : Ciumara, R. - Bucharest, 2009, 20-22

Skup
16th European Young Statisticians Meeting

Mjesto i datum
Bukurešt, Rumunjska, 24.-28.8.2009

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Nije recenziran

Ključne riječi
Regular variation; Point processes; Extreme value theory

Sažetak
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.

Izvorni jezik
Engleski

Znanstvena područja
Matematika



POVEZANOST RADA


Projekti:
037-0372790-2800 - Statistička analiza slučajnih modela i primjene (Huzak, Miljenko, MZOS ) ( POIROT)

Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb

Profili:

Avatar Url Azra Tafro (autor)

Citiraj ovu publikaciju

Tafro, Azra
Limit theory for spatial averages of random variables with heavy-tailed distributions // Proceedings of the 16th European Young Statisticians Meeting / Badin, L : Ciumara, R. (ur.).
Bucharest, 2009. str. 20-22 (predavanje, nije recenziran, cjeloviti rad (in extenso), ostalo)
Tafro, A. (2009) Limit theory for spatial averages of random variables with heavy-tailed distributions. U: Badin, L : Ciumara, R. (ur.)Proceedings of the 16th European Young Statisticians Meeting.
@article{article, author = {Tafro, A.}, year = {2009}, pages = {20-22}, keywords = {Regular variation, Point processes, Extreme value theory}, title = {Limit theory for spatial averages of random variables with heavy-tailed distributions}, keyword = {Regular variation, Point processes, Extreme value theory}, publisherplace = {Bukure\v{s}t, Rumunjska} }




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