Functional weak convergence of partial maxima processes

DOI10.1007/s10687-015-0236-yzbMath1333.60062arXiv1508.03555OpenAlexW2963098318MaRDI QIDQ262528

Danijel Krizmanić

Publication date: 30 March 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.03555

zbMATH Keywords

weak convergenceregular variationfunctional limit theoremstrong mixingextremal indexSkorokhod \(J_{1}\) topologyextremal process\(M_1\) topology

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17)

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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 ⋮ Joint functional convergence of partial sums and maxima for linear processes ⋮ A complete convergence theorem for stationary regularly varying multivariate time series ⋮ Weak convergence of multivariate partial maxima processes ⋮ On Extremal Index of max-stable stationary processes ⋮ On extremal index of max-stable random fields ⋮ Functional convergence for moving averages with heavy tails and random coefficients ⋮ Functional weak convergence of partial maxima processes

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