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

Marcin Dudziński; Konrad Furmańczyk

Open Mathematics (2017)

- Volume: 15, Issue: 1, page 1024-1034
- ISSN: 2391-5455

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topMarcin 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 -

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