Pregled bibliografske jedinice broj: 1000027
Functional convergence for moving averages with heavy tails and random coefficients
Functional convergence for moving averages with heavy tails and random coefficients // ALEA-Latin American Journal of Probability and Mathematical Statistics, 16 (2019), 1; 729-757 doi:10.30757/ALEA.v16-26 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 1000027 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Functional convergence for moving averages with
heavy tails and random coefficients
Autori
Krizmanić, Danijel
Izvornik
ALEA-Latin American Journal of Probability and Mathematical Statistics (1980-0436) 16
(2019), 1;
729-757
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Functional limit theorem ; Regular variation ; M2 topology ; Moving average process
Sažetak
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.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
uniri-prirod-18-9
projekt potpore Sveučilišta u Rijeci broj 13.14.1.2.02
HRZZ-IP-2013-11-3526 - Stohastičke metode u analitičkim i primijenjenim problemima (SMAAP) (Vondraček, Zoran, HRZZ - 2013-11) ( CroRIS)
Ustanove:
Sveučilište u Rijeci, Fakultet za matematiku
Profili:
Danijel Krizmanić
(autor)
Citiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
