نتایج جستجو برای: long range dependence

تعداد نتایج: 1487930  

Journal: :Bulletin of the Australian Mathematical Society 2020

Journal: :Stochastic Processes and their Applications 2022

We study clustering of the extremes in a stationary sequence with subexponential tails maximum domain attraction Gumbel distribution. obtain functional limit theorems space D [ 0 , ? ) and random sup-measures. The limits have distribution if memory is only moderately long. However, as our results demonstrate rather strikingly, “heuristic single big jump” could fail even long range dependence se...

Journal: :Electronic Journal of Statistics 2008

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