Publication:262528

DOI10.1007/s10687-015-0236-yzbMath1333.60062arXiv1508.03555MaRDI QIDQ262528

Danijel Krizmanić

Publication date: 30 March 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.03555

zbMATH Keywords

weak convergence; regular variation; functional limit theorem; strong mixing; extremal index; Skorokhod \(J_{1}\) topology; extremal process; \(M_1\) topology

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G70: Extreme value theory; extremal stochastic processes

60G52: Stable stochastic processes

60F17: Functional limit theorems; invariance principles

Related Items

On Extremal Index of max-stable stationary processes, Maxima of linear processes with heavy‐tailed innovations and random coefficients, On joint weak convergence of partial sum and maxima processes, Functional convergence for moving averages with heavy tails and random coefficients, Unnamed Item, A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations, Functional weak convergence of partial maxima processes, A complete convergence theorem for stationary regularly varying multivariate time series, Weak convergence of multivariate partial maxima processes, Joint functional convergence of partial sums and maxima for linear processes, On extremal index of max-stable random fields

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