Danijel Krizmanić

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20132026

most citedJoint functional convergence of partial sum and maxima for linear processes

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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.PR2022

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.…

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

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

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