53 citations · 53 across the 2 of their papers we have counts for
6 papers
Limit theory for a class of non-stationary linear processes with weakly dependent heavy-tailed innovations
Danijel Krizmanic
For a class of non-stationary linear processes with weakly dependent heavy-tailed innovations we prove a convergence result for the space-time point processes $N_{n}=…
A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations
Danijel Krizmanić
Recently a functional limit theorem for sums of moving averages with random coefficients and i.i.d. heavy tailed innovations has been obtained under the assumption that all partial…
Maxima of linear processes with heavy-tailed innovations and random coefficients
Danijel Krizmanić
We investigate maxima of linear processes with i.i.d. heavy-tailed innovations and random coefficients. Using the point process approach we derive functional convergence of the par…
Functional convergence for moving averages with heavy tails and random coefficients
Danijel Krizmanić
We study functional convergence of sums of moving averages with random coefficients and heavy-tailed innovations. Under some standard moment conditions and the assumption that all…
A limit theorem for moving averages in the α-stable domain of attraction
Bojan Basrak, Danijel Krizmanić
In the early 1990's, Avram and Taqqu showed that regularly varying moving average processes with all coefficients nonnegative and the tail index strictly between 0 and 2 satisfy fu…
A functional limit theorem for dependent sequences with infinite variance stable limits
Bojan Basrak, Danijel Krizmanić, Johan Segers
Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to…