Complete convergence theorem for stationary heavy tailed sequences
arXiv:1508.03520 · doi:10.1007/s10687-016-0253-5
Abstract
For a class of stationary regularly varying and weakly dependent time series, we prove the so-called complete convergence result for the corresponding space-time point processes. As an application of our main theorem, we give a simple proof of the invariance principle for the corresponding partial maximum process.
10 pages