izvor podataka: crosbi
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Functional limit theorems (CROSBI ID 595526)
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Krizmanić, Danijel
Functional limit theorems // 'Markische Schweiz Summer School on Statistics in Finance and Insurance' Workshop
Berlin, Njemačka, 29.05.2012-30.05.2012
Podaci o odgovornosti
Krizmanić, Danijel
engleski
Functional limit theorems
We show functional convergence of partial sum processes of strictly stationary, weakly dependent and regularly varying sequences of random variables in the space D[0, 1] endowed with Skorohod's J_1, M_1 and M_2 topologies. These results are applied to moving average processes
regular variation; Skorohod topologies; moving average process
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Podaci o prilogu
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Podaci o skupu
'Markische Schweiz Summer School on Statistics in Finance and Insurance' Workshop
predavanje
29.05.2012-30.05.2012
Berlin, Njemačka
Povezanost rada
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