29/05/2019 - 13:00


Barbara Jasiulis-Gołdyn
Research goals of this talk are focused on the renewal theory, some aspects of the fluctuation theory and asymptotic properties for the first order maximal autoregressive processes of the Kendall type, which are discrete time Lévy processes under the Kendall convolution. Since most of the considered processes have heavy tailed distributions, then we rely on the use of results in the theory of extreme event modeling.