Extremal properties for weakly dependent sequences and arrays (CROSBI ID 425950)
Ocjenski rad | doktorska disertacija
Podaci o odgovornosti
Tafro, Azra
Basrak, Bojan
engleski
Extremal properties for weakly dependent sequences and arrays
Dissertation presents new and original theoretical results about weakly dependent observations from regularly varying distributions collected over time and space. Besides, the candidate indicates possible statistical applications of these results. To obtain her results, the candidate relies on a wide range of probabilistic techniques and some very recent results in the literature. The novelty of the results lies in two aspects: first, in the space in which the point processes live, and second, in the extension from sequences to two- dimensional arrays of random variables.
Extreme value theory ; point process ; regular variation
nije evidentirano
nije evidentirano
nije evidentirano
nije evidentirano
nije evidentirano
nije evidentirano
Podaci o izdanju
90
31.01.2014.
obranjeno
Podaci o ustanovi koja je dodijelila akademski stupanj
Prirodoslovno-matematički fakultet, Zagreb
Zagreb