Skorokhod M1 convergence of maxima of multivariate linear processes with heavy-tailed innovations and random coefficients
In this paper, functional convergence is derived for the partial maxima stochastic processes of multivariate linear processes with weakly dependent heavy-tailed innovations and random coefficients. The convergence takes place in the space of ${\mathbb{R}^{d}}$-valued càdlàg functions on $[0,1]$ endo...
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| Format: | Article |
| Language: | English |
| Published: |
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2025-01-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://www.vmsta.org/doi/10.15559/25-VMSTA271 |
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