Naslov
Extremal properties for weakly dependent sequences and arrays

Autori
Tafro, Azra

Vrsta, podvrsta i kategorija rada
Ocjenski radovi, doktorska disertacija

Fakultet
Prirodoslovno-matematički fakultet

Mjesto
Zagreb

Datum
31.01

Godina
2014

Stranica
90

Mentor
Basrak, Bojan

Ključne riječi
Extreme value theory ; point process ; regular variation

Sažetak
Dissertation presents new and original theoretical results about weakly dependent observations from regularly varying distributions collected over time and space. Besides, the candidate indicates possible statistical applications of these results. To obtain her results, the candidate relies on a wide range of probabilistic techniques and some very recent results in the literature. The novelty of the results lies in two aspects: first, in the space in which the point processes live, and second, in the extension from sequences to two- dimensional arrays of random variables.

Izvorni jezik
Engleski

Znanstvena područja
Matematika

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