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On functional weak convergence for partial sum processes

  
@article{ECP3686,
	author = {Danijel Krizmanic},
	title = {On functional weak convergence for partial sum processes},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {19},
	year = {2014},
	keywords = {extremal index; functional limit theorem; regular variation; Skorohod J_1 topology; strong mixing; weak convergence},
	abstract = {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 $J_{1}$ 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 property is a necessary condition for this functional convergence in the case of weak dependence.},
	pages = {no. 60, 1-12},
	issn = {1083-589X},
	doi = {10.1214/ECP.v19-3686},    
        url = {http://ecp.ejpecp.org/article/view/3686}}