Speaker
Danijel Krizmanić
(Faculty of Mathematics, University of Rijeka)
Description
We study maxima of linear processes with heavy-tailed innovations and random coefficients. Using the point process approach we derive functional convergence of the partial maxima stochastic process in the space of cadlag functions on $[0,1]$ endowed with the Skorohod $M_{1}$ topology.
Primary author
Danijel Krizmanić
(Faculty of Mathematics, University of Rijeka)
