论文标题
线性过程的最大值，具有重尾创新和随机系数
Maxima of linear processes with heavy-tailed innovations and random coefficients
论文作者
论文摘要
我们研究了I.I.D.线性过程的最大值。重尾创新和随机系数。使用点过程方法，我们在不折叠的càdlàg在$ [0,1] $上与Skorohod $ m_ {1} $ topology在不折扣的càdlàg函数中得出了局部最大随机过程的功能收敛。
We investigate maxima of linear processes with i.i.d. heavy-tailed innovations and random coefficients. Using the point process approach we derive functional convergence of the partial maxima stochastic process in the space of non-decreasing càdlàg functions on $[0,1]$ with the Skorohod $M_{1}$ topology.
