Danijel Krizmanić

activity

20162022

collaborators

3 papers

math.PR2022

Joint functional convergence of partial sums and maxima for moving averages with weakly dependent heavy-tailed innovations and random coefficients

Danijel Krizmanic

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 st…

math.PR2018

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

Danijel Krizmanic

Recently, for the joint partial sum and partial maxima processes constructed from linear processes with independent identically distributed innovations that are regularly varying w…

math.PR2016

Weak convergence of multivariate partial maxima processes

Danijel Krizmanić

For a strictly stationary sequence of $R_{+}^{d}$ --valued random vectors we derive functional convergence of partial maxima stochastic processes under joint regular variat…