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Pregled bibliografske jedinice broj: 623594

Functional limit theorem with the M_1 topology

Krizmanić, Danijel
Functional limit theorem with the M_1 topology // 16th Young Statisticians Meeting
Rijeka: Pomorski fakultet Sveučilišta u Rijeci, 2011. str. 25-26 (predavanje, nije recenziran, sažetak, ostalo)

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Naslov
Functional limit theorem with the M_1 topology

Autori
Krizmanić, Danijel

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

Izvornik
16th Young Statisticians Meeting / - Rijeka : Pomorski fakultet Sveučilišta u Rijeci, 2011, 25-26

Skup
16th Young Statisticians Meeting

Mjesto i datum
Rijeka, Hrvatska, 14.10.2011. - 16.10.2011

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Nije recenziran

Ključne riječi
regular variation; M_1 topology; weak dependence; functional limit theorem

Sažetak
We show that for a strictly stationary, regularly varying sequence of random variables for which clusters of high-threshold excesses can be broken down into asymptotically independent blocks, the properly centered partial sum process converges to a stable Levy process in the space D[0, 1] endowed with Skorohod's M_1 topology under the condition that all extremes within one such cluster have the same sign. The limiting process is characterized in terms of its characteristic triple.

Izvorni jezik
Engleski

Znanstvena područja
Matematika



POVEZANOST RADA

Ustanove:
Sveučilište u Rijeci, Fakultet za matematiku

Profili:

Avatar Url Danijel Krizmanić (autor)

Citiraj ovu publikaciju:

Krizmanić, Danijel
Functional limit theorem with the M_1 topology // 16th Young Statisticians Meeting
Rijeka: Pomorski fakultet Sveučilišta u Rijeci, 2011. str. 25-26 (predavanje, nije recenziran, sažetak, ostalo)
Krizmanić, D. (2011) Functional limit theorem with the M_1 topology. U: 16th Young Statisticians Meeting.
@article{article, author = {Krizmani\'{c}, Danijel}, year = {2011}, pages = {25-26}, keywords = {regular variation, M\_1 topology, weak dependence, functional limit theorem}, title = {Functional limit theorem with the M\_1 topology}, keyword = {regular variation, M\_1 topology, weak dependence, functional limit theorem}, publisher = {Pomorski fakultet Sveu\v{c}ili\v{s}ta u Rijeci}, publisherplace = {Rijeka, Hrvatska} }
@article{article, author = {Krizmani\'{c}, Danijel}, year = {2011}, pages = {25-26}, keywords = {regular variation, M\_1 topology, weak dependence, functional limit theorem}, title = {Functional limit theorem with the M\_1 topology}, keyword = {regular variation, M\_1 topology, weak dependence, functional limit theorem}, publisher = {Pomorski fakultet Sveu\v{c}ili\v{s}ta u Rijeci}, publisherplace = {Rijeka, Hrvatska} }

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