Joint functional convergence of partial sums and maxima for linear processes (Q1728121)
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scientific article; zbMATH DE number 7027434
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| English | Joint functional convergence of partial sums and maxima for linear processes |
scientific article; zbMATH DE number 7027434 |
Statements
Joint functional convergence of partial sums and maxima for linear processes (English)
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22 February 2019
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extremal process
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functional limit theorem
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linear process
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regular variation
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Skorokhod \(M_2\) topology
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stable Lévy process
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0.9608495235443116
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0.8858328461647034
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0.8570082187652588
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0.8417776226997375
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0.8277866244316101
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