On functional weak convergence for partial sum processes (CROSBI ID 207978)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Krizmanić, Danijel
engleski
On functional weak convergence for partial sum processes
For a strictly stationary sequence of regularly varying random variables we study functional weak convergence of partial sum processes in the space D[0, 1] with the J_1 topology. Under the strong mixing condition, we identify necessary and sufficient conditions for such convergence in terms of the corresponding extremal index. We also give conditions under which the regular variation property is a necessary condition for this functional convergence in the case of weak dependence.
extremal index; functional limit theorem; regular variation; Skorohod J1 topology; strong mixing; weak convergence
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Podaci o izdanju
19
2014.
60-1-60-12
objavljeno
1083-589X
10.1214/ECP.v19-3686