Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima

DOI10.1515/math-2017-0085zbMath1386.60106OpenAlexW2750458684MaRDI QIDQ2406580

Marcin Dudziński, Konrad Furmańczyk

Publication date: 5 October 2017

Published in: Open Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/math-2017-0085

zbMATH Keywords

Archimedean copulasalmost sure central limit theoremsgenerator of copulaordinary maximaprocesses defined by Archimedean copulas

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05) Strong limit theorems (60F15)

Related Items

Almost sure limit theorems for the maxima of stochastic volatility models

Cites Work

• A note on the almost sure central limit theorem
• Almost sure convergence for the maximum and the sum of nonstationary Gaussian sequences
• Extremes and related properties of random sequences and processes
• A probabilistic interpretation of complete monotonicity
• A note on the almost sure central limit theorem for weakly dependent random variables
• A note on the almost sure central limit theorem for some dependent random variables.
• Almost sure limit theorems for the maximum of stationary Gaussian sequences
• Almost sure versions of distributional limit theorems for certain order statistics.
• A universal result in almost sure central limit theory.
• The almost sure central limit theorems for the maxima of sums under some new weak dependence assumptions
• A note on the almost sure limit theorem for the product of partial sums
• Almost sure max-limits for nonstationary Gaussian sequence
• An almost everywhere central limit theorem
• Families of Multivariate Distributions
• On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
• Understanding Relationships Using Copulas
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item