{"title":"弱相关重尾创新和随机系数移动平均的部分和和最大值的联合泛函收敛性","authors":"Danijel Krizmanić","doi":"10.30757/alea.v20-46","DOIUrl":null,"url":null,"abstract":"For moving average processes with random coefficients and heavy-tailed innovations that are weakly dependent in the sense of strong mixing and local dependence condition $D'$ we study joint functional convergence of partial sums and maxima. Under the assumption that all partial sums of the series of coefficients are a.s. bounded between zero and the sum of the series we derive a functional limit theorem in the space of $\\mathbb{R}^{2}$-valued c\\`{a}dl\\`{a}g functions on $[0, 1]$ with the Skorokhod weak $M_{2}$ topology.","PeriodicalId":49244,"journal":{"name":"Alea-Latin American Journal of Probability and Mathematical Statistics","volume":"42 1","pages":"0"},"PeriodicalIF":0.6000,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Joint functional convergence of partial sums and maxima for moving averages with weakly dependent heavy-tailed innovations and random coefficients\",\"authors\":\"Danijel Krizmanić\",\"doi\":\"10.30757/alea.v20-46\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"For moving average processes with random coefficients and heavy-tailed innovations that are weakly dependent in the sense of strong mixing and local dependence condition $D'$ we study joint functional convergence of partial sums and maxima. Under the assumption that all partial sums of the series of coefficients are a.s. bounded between zero and the sum of the series we derive a functional limit theorem in the space of $\\\\mathbb{R}^{2}$-valued c\\\\`{a}dl\\\\`{a}g functions on $[0, 1]$ with the Skorokhod weak $M_{2}$ topology.\",\"PeriodicalId\":49244,\"journal\":{\"name\":\"Alea-Latin American Journal of Probability and Mathematical Statistics\",\"volume\":\"42 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.6000,\"publicationDate\":\"2023-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Alea-Latin American Journal of Probability and Mathematical Statistics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.30757/alea.v20-46\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Alea-Latin American Journal of Probability and Mathematical Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.30757/alea.v20-46","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Joint functional convergence of partial sums and maxima for moving averages with weakly dependent heavy-tailed innovations and random coefficients
For moving average processes with random coefficients and heavy-tailed innovations that are weakly dependent in the sense of strong mixing and local dependence condition $D'$ we study joint functional convergence of partial sums and maxima. Under the assumption that all partial sums of the series of coefficients are a.s. bounded between zero and the sum of the series we derive a functional limit theorem in the space of $\mathbb{R}^{2}$-valued c\`{a}dl\`{a}g functions on $[0, 1]$ with the Skorokhod weak $M_{2}$ topology.
期刊介绍:
ALEA publishes research articles in probability theory, stochastic processes, mathematical statistics, and their applications. It publishes also review articles of subjects which developed considerably in recent years. All articles submitted go through a rigorous refereeing process by peers and are published immediately after accepted.
ALEA is an electronic journal of the Latin-american probability and statistical community which provides open access to all of its content and uses only free programs. Authors are allowed to deposit their published article into their institutional repository, freely and with no embargo, as long as they acknowledge the source of the paper.
ALEA is affiliated with the Institute of Mathematical Statistics.