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On functional weak convergence for partial sum processes (CROSBI ID 207978)

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Krizmanić, Danijel On functional weak convergence for partial sum processes // Electronic communications in probability, 19 (2014), 60-1-60-12. doi: 10.1214/ECP.v19-3686

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

Povezanost rada

Matematika

Poveznice
Indeksiranost