A complete convergence theorem for stationary regularly varying multivariate time series

DOI10.1007/s10687-016-0253-5zbMath1357.60034arXiv1508.03520OpenAlexW3098140368MaRDI QIDQ508726

Bojan Basrak, Azra Tafro

Publication date: 8 February 2017

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.03520

zbMATH Keywords

complete convergenceregular variationpoint processinvariance principlestationaritymultivariate time seriesextremal process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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