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Functional convergence for dependent heavy-tailed models
Multi angle
Authors : Jakubowski, Adam (Author of the conference)
CIRM (Publisher )
54E99 - None of the above but in this section
60B10 - Convergence of probability measures
60F17 - Functional limit theorems; invariance principles
60G10 - Stationary processes
CIRM (Publisher )
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Abstract :
The Skorokhod space is natural for modeling trajectories of most time series with heavy tails. We give a systematic account of topologies on the Skorokhod space. The applicability of each topology is illustrated by examples of suitable dependent stationary sequences, for which the corresponding functional limit theorem holds.
MSC Codes : 54E99 - None of the above but in this section
60B10 - Convergence of probability measures
60F17 - Functional limit theorems; invariance principles
60G10 - Stationary processes
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Information on the Video
Film maker : Hennenfent, GuillaumeLanguage : English Available date : 22/08/14 Conference Date : 07/07/14 Subseries : Research talks arXiv category : Probability Mathematical Area(s) : Probability & Statistics ; Topology Format : MP4 (.mp4) - HD Video Time : 00:55:16 Targeted Audience : Researchers Download : https://videos.cirm-math.fr/2014-07-07_Jakubowski.mp4 
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Information on the Event
Event Title : Limit theorems in dynamics and applications / Théorèmes limites en dynamique et applicationsEvent Organizers : Olla, Stefano ; Reinert, Gesine ; Vaienti, Sandro ; Volny, Dalibor Dates : 07/07/14 - 11/07/14 Event Year : 2014
Citation Data
DOI : 10.24350/CIRM.V.18578403Cite this video as: Jakubowski, Adam (2014). Functional convergence for dependent heavy-tailed models. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.18578403 URI : http://dx.doi.org/10.24350/CIRM.V.18578403 |
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