Joint functional convergence of partial sums and maxima for linear processes
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Publication:1728121
DOI10.1007/s10986-018-9415-2zbMath1407.60044arXiv1710.07788OpenAlexW2963070576MaRDI QIDQ1728121
Publication date: 22 February 2019
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.07788
regular variationlinear processfunctional limit theoremstable Lévy processextremal processSkorokhod \(M_2\) topology
Related Items (4)
Maxima of linear processes with heavy‐tailed innovations and random coefficients ⋮ On joint weak convergence of partial sum and maxima processes ⋮ A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations ⋮ Unnamed Item
Cites Work
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- A note on joint functional convergence of partial sum and maxima for linear processes
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- Stochastic-Process Limits
- Point processes, regular variation and weak convergence
- Embedded Markov chain approximations in Skorokhod topologies
- Heavy-Tail Phenomena
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