The talk is scheduled in virtual setting, using Zoom platform. The talk will also be live-streamed via YouTube. During the meeting, the questions can be posed via chat or audio for participants in the meeting. Everybody interested is invited to participate in the Zoom meeting, with the limit of 100 participants, or to follow the live-broadcast.
Link to Zoom meeting will be put here few days before the talk:
https://us02web.zoom.us/j/89253380963
Meeting ID: 892 5338 0963
Link to YouTube live broadcast will be put here 10 minutes before the talk.
http://www.youtube.com/watch?v=hnNDmoMOkUE
The talk will be in English.
Abstract:
In this talk, for linear processes with i.i.d regularly varying innovations, we study functional convergence of the joint partial sum and maxima processes. We derive a functional limit theorem under certain assumptions on the coefficients of the linear processes which enable the functional convergence to hold in the space of R^2-valued cadlag functions on [0, 1] with the Skorohod weak M_2 topology. The limiting process consists of a stable Levy process and an extremal process.
