A note on joint functional convergence of partial sum and maxima for linear processes

Author:

Krizmanić DanijelORCID

Funder

Croatian Science Foundation

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference13 articles.

1. A complete convergence theorem for stationary regularly varying multivariate time series;Basrak;Extremes,2016

2. Convergence of Probability Measures;Billingsley,1968

3. Introduction to Time Series and Forecasting;Brockwell,1996

4. Cline, D., 1983. Infinite series of random variables with regularly varying tails, Tecnical Report No. 83-24, Institute of Applied Mathematics and Statistics, University of British Columbia.

5. Weak convergence of the empirical process and the rescaled empirical distribution function in the Skorohod product space;Ferger;Theory Probab. Appl.,2013

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