Functional convergence for dependent heavy-tailed models | Vidéo | Carmin.tv

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Functional convergence for dependent heavy-tailed models

By Adam Jakubowski

Appears in collection : Limit theorems in dynamics and applications / Théorèmes limites en dynamique et applications

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.

Information about the video

Date of recording 07/07/2014
Date of publication 22/08/2014
Institution CIRM
Licence CC BY NC ND
Language English
Audience Researchers
Director(s) Guillaume Hennenfent
Format MP4

Citation data

DOI 10.24350/CIRM.V.18578403
Cite this video Jakubowski, Adam (07/07/2014). Functional convergence for dependent heavy-tailed models. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.18578403
URL https://dx.doi.org/10.24350/CIRM.V.18578403

Domain(s)

Probability

MSC codes

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