Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima

Marcin Dudziński, and Konrad Furmańczyk. "Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima." Open Mathematics 15.1 (2017): 1024-1034. <http://eudml.org/doc/288402>.

@article{MarcinDudziński2017,
abstract = {Our goal is to state and prove the almost sure central limit theorem for maxima (Mn) of X1, X2, ..., Xn, n ∈ ℕ, where (Xi) forms a stochastic process of identically distributed r.v.’s of the continuous type, such that, for any fixed n, the family of r.v.’s (X1, ...,Xn) has the Archimedean copula CΨ.},
author = {Marcin Dudziński, Konrad Furmańczyk},
journal = {Open Mathematics},
keywords = {Almost sure central limit theorems; ordinary maxima; Archimedean copulas; generator of copula; processes defined by Archimedean copulas},
language = {eng},
number = {1},
pages = {1024-1034},
title = {Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima},
url = {http://eudml.org/doc/288402},
volume = {15},
year = {2017},
}

TY - JOUR
AU - Marcin Dudziński
AU - Konrad Furmańczyk
TI - Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima
JO - Open Mathematics
PY - 2017
VL - 15
IS - 1
SP - 1024
EP - 1034
AB - Our goal is to state and prove the almost sure central limit theorem for maxima (Mn) of X1, X2, ..., Xn, n ∈ ℕ, where (Xi) forms a stochastic process of identically distributed r.v.’s of the continuous type, such that, for any fixed n, the family of r.v.’s (X1, ...,Xn) has the Archimedean copula CΨ.
LA - eng
KW - Almost sure central limit theorems; ordinary maxima; Archimedean copulas; generator of copula; processes defined by Archimedean copulas
UR - http://eudml.org/doc/288402
ER -