Danijel Krizmanić

collaborators

3 papers

math.PR2026

A functional limit theorem for self-normalized partial sum processes in the $M_{1}$ topology

Danijel Krizmanic

For a stationary sequence of random variables we derive a self-normalized functional limit theorem under joint regular variation with index $I^\pm \in (0, 2)$ and weak dependence condit…

math.PR2026

A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations

Danijel Krizmanic

In this article we derive a self-normalized functional limit theorem for strictly stationary linear processes with i.i.d. heavy-tailed innovations and random coefficients under the…

math.PR2024

Skorokhod $M_{1}$ convergence of maxima of multivariate linear processes with heavy-tailed innovations and random coefficients

Danijel Krizmanic

We derive functional convergence of the partial maxima stochastic processes of multivariate linear processes with weakly dependent heavy-tailed innovations and random coefficients.…

A functional limit theorem for self-normalized partial sum processes in the M1​ topology

A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations

Skorokhod M1​ convergence of maxima of multivariate linear processes with heavy-tailed innovations and random coefficients

A functional limit theorem for self-normalized partial sum processes in the $M_{1}$ topology

Skorokhod $M_{1}$ convergence of maxima of multivariate linear processes with heavy-tailed innovations and random coefficients