Pregled bibliografske jedinice broj: 1103318
Record times of stationary regularly varying time series
Record times of stationary regularly varying time series // 21st European Young Statisticians Meeting (EYSM 2019)
Beograd, Srbija, 2019. str. 54-54 (pozvano predavanje, nije recenziran, neobjavljeni rad, znanstveni)
CROSBI ID: 1103318 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Record times of stationary regularly varying time
series
Autori
Basrak, Bojan ; Planinić, Hrvoje ; Soulier, Philippe
Vrsta, podvrsta i kategorija rada
Sažeci sa skupova, neobjavljeni rad, znanstveni
Skup
21st European Young Statisticians Meeting (EYSM 2019)
Mjesto i datum
Beograd, Srbija, 29.07.2019. - 02.08.2019
Vrsta sudjelovanja
Pozvano predavanje
Vrsta recenzije
Nije recenziran
Ključne riječi
Point process ; Tail process ; Record times
Sažetak
In this talk we present a new type of the so{; ; called complete point process convergence result for a stationary, regularly varying and weakly dependent time series. Due to dependence, extremal observations of appear in clusters and the main novelty is that this convergence preserves the information about the temporal ordering of observations belonging to the same cluster. The key tool is the so-called tail process of the corresponding time series. As an application, we deduce the asymptotic behavior of rescaled record times, extending the well-known result in the i.i.d. case. These results are based on the joint work with Bojan Basrak and Philippe Soulier.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
HRZZ-CSRP 2018-01-180549 - Vjerojatnosni i analitički aspekti generalizirane regularne varijacije (Basrak, Bojan, HRZZ - CSRP-01-2018) ( CroRIS)
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb
