This book is concerned with extreme value theory for stochastic processes whose finite-
dimensional distributions are heavy-tailed in the restrictive sense of regular variation. These …

In this paper, we investigate the complete moment convergence for dependent linear
processes with random coefficients to form X_t= ∑ j=-∞^ ∞ A_j ε _ tj X t=∑ j=−∞∞ A j ε t− j …

In this paper, we investigate the complete convergence and complete moment convergence
of asymptotically almost negatively associated random variables with random coefficients …

The main focus of this paper is topological crackle, the layered structure of annuli formed by
heavy-tailed random points in R d. In view of extreme value theory, we study the topological …

We investigate maxima of linear processes with iid heavy‐tailed innovations and random
coefficients. Using the point process approach we derive functional convergence of the …

We study functional convergence of sums of moving averages with random coefficients and
heavy-tailed innovations. Under some standard moment conditions and the assumption that …

Full article: Convergence rates in the law of large numbers for END linear processes with
random coefficients Skip to Main Content Taylor and Francis Online homepage Taylor and …

Recently a functional limit theorem for sums of moving averages with random coefficients
and iid heavy tailed innovations has been obtained under the assumption that all partial …

For each n≥ 1, let X j, n 1≤ j≤ n be a sequence of strictly stationary random variables. In
this article, we give some asymptotic weak dependence conditions for the convergence in …

Sažetak In this article we derive a self-normalized functional limit theorem for strictly
stationary linear processes with iid heavy-tailed innovations and random coefficients under …