On weighted approximations in D[0, 1] with applications to self-normalized partial sum processes
نویسندگان
چکیده
منابع مشابه
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For a strictly stationary sequence of regularly varying random variables we study functional weak convergence of partial sum processes in the space D[0, 1] with the Skorohod J1 topology. Under the strong mixing condition, we identify necessary and sufficient conditions for such convergence in terms of the corresponding extremal index. We also give conditions under which the regular variation pr...
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ژورنال
عنوان ژورنال: Acta Mathematica Hungarica
سال: 2008
ISSN: 0236-5294,1588-2632
DOI: 10.1007/s10474-008-7216-5