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Граничне расподеле парцијалних максимума равномерних АР(1) процеса

The limiting distributions of the partial maxima in the uniform AR(1) processes

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2016
Doktorska_disertacija_Lenka_Glavas.pdf (1.140Mb)
Glavas_Lenka.pdf (166.0Kb)
Author
Glavaš, Lenka
Mentor
Mladenović, Pavle
Committee members
Janković, Slobodanka
Petrović, Ljiljana
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Abstract
Tema doktorske disertacije odnosi se na probleme ekstremnih vrednosti u strogo stacionarnim slučajnim nizovima. Ona pripada veoma aktuelnoj oblasti verovatnoće i statistike sa mnogobrojnim primenama. Oslanja se na veliki broj izvornih naučnih radova i monografija. Predmet doktorske disertacije je određivanje asimptotskog ponašanja maksimuma nekompletnih uzoraka iz autoregresionog procesa prvog reda sa ravnomernim marginalnim raspodelama. Disertacija se sastoji iz tri poglavlja.
The subject of this doctoral dissertation is related to the problems of extreme values in strictly stationary random sequences. It belongs to the topical area of probability and statistics, broadly applicable to real life situations and in many scientic elds. It relies on large number of seminal articles and monographs. The main aim of the dissertation is to determine the asymptotic behavior of maxima of some incomplete samples from the rst-order auto-regressive processes with uniform marginal distributions. The dissertation consists of three chapters.
Faculty:
University of Belgrade, Faculty of Mathematics
Date:
12-02-2016
Keywords:
asimptotska teorija / asymptotic theory / extreme values / missing observations / partial maximum / uniform AR(1) processes / ekstremne vrednosti / nedostajue opservacije / parcijalni maksimum / ravnomerni AR(1) procesi.
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URI
http://nardus.mpn.gov.rs/handle/123456789/6072
http://eteze.bg.ac.rs/application/showtheses?thesesId=3454
http://vbs.rs/scripts/cobiss?command=DISPLAY&base=70036&RID=48114191

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