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Pregled bibliografske jedinice broj: 1281956

Functional convergence of maxima of linear processes with heavy-tailed innovations and random coefficients

Krizmanić, Danijel
Functional convergence of maxima of linear processes with heavy-tailed innovations and random coefficients // Conference Program and Book of Abstracts, 13th conference on Extreme Value Analysis, Probabilistic and Statistical Models and their Applications
Milano, Italija, 2023. str. 141-141 (predavanje, nije recenziran, sažetak, znanstveni)

CROSBI ID: 1281956 Za ispravke kontaktirajte CROSBI podršku putem web obrasca

Naslov
Functional convergence of maxima of linear processes with heavy-tailed innovations and random coefficients

Autori
Krizmanić, Danijel

Vrsta, podvrsta i kategorija rada
Sažeci sa skupova, sažetak, znanstveni

Izvornik
Conference Program and Book of Abstracts, 13th conference on Extreme Value Analysis, Probabilistic and Statistical Models and their Applications / - , 2023, 141-141

Skup
13th conference on Extreme Value Analysis, Probabilistic and Statistical Models and their Applications

Mjesto i datum
Milano, Italija, 26.06.2023. - 30.06.2023

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Nije recenziran

Ključne riječi
Linear process ; Partial maxima ; Regular variation ; Skorokhod M1 topology

Sažetak
In this talk we consider maxima of linear processes with regularly varying innovations and random coefficients. Using the point process approach we derive functional convergence of the partial maxima stochastic process in the space of cadlag functions on [0, 1] with the Skorokhod M1 topology.

Izvorni jezik
Engleski

Znanstvena područja
Matematika



POVEZANOST RADA

Projekti:
HRZZ-IP-2019-04-1239 - Operatori pomaka, statistički zakoni i beskonačno-dimenzionalni dinamički sustavi (TOSLDS) (Dragičević, Davor, HRZZ - 2019-04) ( CroRIS)
NadSve-Sveučilište u Rijeci-uniri-prirod-18-9 - Metode matematičke analize u teorijskoj i primjenjenoj matematici (Dragičević, Davor, NadSve - UNIRI PROJEKTI 2018) ( CroRIS)
NadSve-Sveučilište u Rijeci-uniri-pr-prirod-19-16 - Stohastičke metode u matematičkoj analizi (Krizmanić, Danijel, NadSve - UNIRI-plus projekti 2018) ( CroRIS)

Ustanove:
Sveučilište u Rijeci, Fakultet za matematiku

Profili:

Avatar Url Danijel Krizmanić (autor)

Citiraj ovu publikaciju:

Krizmanić, Danijel
Functional convergence of maxima of linear processes with heavy-tailed innovations and random coefficients // Conference Program and Book of Abstracts, 13th conference on Extreme Value Analysis, Probabilistic and Statistical Models and their Applications
Milano, Italija, 2023. str. 141-141 (predavanje, nije recenziran, sažetak, znanstveni)
Krizmanić, D. (2023) Functional convergence of maxima of linear processes with heavy-tailed innovations and random coefficients. U: Conference Program and Book of Abstracts, 13th conference on Extreme Value Analysis, Probabilistic and Statistical Models and their Applications.
@article{article, author = {Krizmani\'{c}, Danijel}, year = {2023}, pages = {141-141}, keywords = {Linear process, Partial maxima, Regular variation, Skorokhod M1 topology}, title = {Functional convergence of maxima of linear processes with heavy-tailed innovations and random coefficients}, keyword = {Linear process, Partial maxima, Regular variation, Skorokhod M1 topology}, publisherplace = {Milano, Italija} }
@article{article, author = {Krizmani\'{c}, Danijel}, year = {2023}, pages = {141-141}, keywords = {Linear process, Partial maxima, Regular variation, Skorokhod M1 topology}, title = {Functional convergence of maxima of linear processes with heavy-tailed innovations and random coefficients}, keyword = {Linear process, Partial maxima, Regular variation, Skorokhod M1 topology}, publisherplace = {Milano, Italija} }

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