Pregled bibliografske jedinice broj: 833112
A complete convergence theorem for stationary regularly varying multivariate time series
A complete convergence theorem for stationary regularly varying multivariate time series // Extremes, 19 (2016), 3; 549-560 doi:10.1007/s10687-016-0253-5 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 833112 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
A complete convergence theorem for stationary regularly varying multivariate time series
Autori
Basrak, Bojan ; Tafro, Azra
Izvornik
Extremes (1386-1999) 19
(2016), 3;
549-560
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Regular variation ; Point processes ; Complete ; Extremal process
(Regular variation ; Point processes ; Complete convergence ; Extremal process)
Sažetak
For a class of stationary regularly varying and weakly dependent multi- variate time series (Xn), we prove the so- called complete convergence result for the space–time point processes of the form Nn = ni=1 δ(i/n, Xi/an). As an applica- tion of our main theorem, we give a simple proof of the invariance principle for the corresponding partial maximum process.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
HRZZ-IP-2013-11-3526 - Stohastičke metode u analitičkim i primijenjenim problemima (SMAAP) (Vondraček, Zoran, HRZZ - 2013-11) ( CroRIS)
HRZZ-UIP-2013-11-1356 - Ekonomski, statistički i politički aspekti tržišta državnih obveznica (SOBOM) (Vizek, Maruška, HRZZ ) ( CroRIS)
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb
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
Uključenost u ostale bibliografske baze podataka::
- MathSciNet
- Zentrallblatt für Mathematik/Mathematical Abstracts
