Functional weak convergence of partial maxima processes
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Publication:262528
DOI10.1007/s10687-015-0236-yzbMath1333.60062arXiv1508.03555MaRDI QIDQ262528
Publication date: 30 March 2016
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.03555
weak convergence; regular variation; functional limit theorem; strong mixing; extremal index; Skorokhod \(J_{1}\) topology; extremal process; \(M_1\) topology
60F05: Central limit and other weak theorems
60G70: Extreme value theory; extremal stochastic processes
60G52: Stable stochastic processes
60F17: Functional limit theorems; invariance principles
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