Complete convergence theorem for stationary heavy tailed sequences

Bojan Basrak; Azra Tafro

doi:10.1007/s10687-016-0253-5

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arXiv · 1508.03520

Complete convergence theorem for stationary heavy tailed sequences

Bojan Basrak·Azra Tafro

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Abstract

For a class of stationary regularly varying and weakly dependent time series, we prove the so-called complete convergence result for the corresponding space-time point processes. As an application of our main theorem, we give a simple proof of the invariance principle for the corresponding partial maximum process.

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Bojan Basrak, Azra Tafro. 2015-08-14. Complete convergence theorem for stationary heavy tailed sequences. https://doi.org/10.1007/s10687-016-0253-5

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