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math.PR2017★ 1 cited
Joint functional convergence of partial sum and maxima for linear processes
Danijel Krizmanic
For linear processes with independent identically distributed innovations that are regularly varying with tail index , we study functional convergence of the joint par…
math.PR2017
On joint weak convergence of partial sum and maxima processes
Danijel Krizmanic
For a strictly stationary sequence of random variables we derive functional convergence of the joint partial sum and partial maxima process under joint regular variation with index…