Research


Research papers:
  1. B.Basrak, D.Krizmanić and J.Segers: A functional limit theorem for dependent sequences with infinite variance stable limits, Ann. Probab. 40, No. 5 (2012), 2008-2033. [arXiv] [journal]
  2. B.Basrak and D.Krizmanić: A limit theorem for moving averages in the α-stable domain of attraction, Stochastic Process. Appl. 124, No. 2 (2014), 1070-1083. [arXiv] [journal]
  3. D.Krizmanić: On functional weak convergence for partial sum processes, Electron. Commun. Probab. 19, No. 60 (2014), 1-12. [pdf] [journal]
  4. D.Krizmanić: Weak convergence of partial maxima processes in the M1 topology, Extremes 17, No. 3 (2014), 447-465. [pdf] [journal]
  5. B.Basrak and D.Krizmanić: A multivariate functional limit theorem in weak M1 topology, J. Theoret. Probab. 28, No. 1 (2015), 119-136. [arXiv] [journal]
  6. D.Krizmanić: J1 convergence for partial sum processes with a reduced number of jumps, Probability Math. Statist. 35, No. 1 (2015), 107-128. [pdf] [journal]
  7. D.Krizmanić: Functional weak convergence of partial maxima processes, Extremes 19, No. 1 (2016), 7-23. [pdf] [journal]
  8. D.Krizmanić: Weak convergence of multivariate partial maxima processes, J. Multivariate Anal. 155 (2017), 1-11. [arXiv] [journal]
  9. D.Krizmanić: A note on joint functional convergence of partial sum and maxima for linear processes, Statist. Probab. Lett. 138 (2018), 42-46. [arXiv] [journal]
  10. D.Krizmanić: Joint functional convergence of partial sums and maxima for linear processes, Lith. Math. J. 58 (2018), 457-479. [arXiv] [journal]
  11. D.Krizmanić: Functional convergence for moving averages with heavy tails and random coefficients, ALEA Lat. Am. J. Probab. Math. Stat. 16 (2019), 729-757. [arXiv] [journal]
  12. D.Krizmanić: On joint weak convergence of partial sum and maxima processes, Stochastics 92 (2020), 876-899. [arXiv] [journal]
  13. D.Krizmanić: Maxima of linear processes with heavy-tailed innovations and random coefficients, J. Time Ser. Anal. 43 (2022), 238-262. [arXiv] [journal]
  14. D.Krizmanić: A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations, Braz. J. Probab. Stat. 36 (2022), 138-156. [arXiv] [journal]
  15. D.Krizmanić: A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations, Lith. Math. J. 63 (2023), 305-336. [journal]
  16. D.Krizmanić: Joint functional convergence of partial sums and maxima for moving averages with weakly dependent heavy-tailed innovations and random coefficients, ALEA Lat. Am. J. Probab. Math. Stat. 20 (2023), 1247-1270. [journal]

Theses:
  • Basic probabilistic results in sequential analysis (in Croatian), Diploma thesis, University of Zagreb, 2003
  • Functional limit theorems for weakly dependent regularly varying time series, Ph.D. thesis, University of Zagreb, 2010

    • Conferences and workshops presentations:
  • Statistical Analysis of Financial Data, September 30 - October 1, 2011, Rijeka, Croatia
  • 16th Young Statisticians Meeting, October 14-16, 2011, Rijeka, Croatia
  • Märkische Schweiz Summer School on Statistics in Finance and Insurance, May 29-30, 2012, Berlin, Germany
  • 5th Croatian Mathematical Congress, June 18-21, 2012, Rijeka, Croatia
  • 12th German Probability and Statistics Days, March 1-4, 2016, Bochum, Germany
  • 10th Conference on Extreme Value Analysis, June 26-30, 2017, Delft, The Netherlands
  • 40th Conference on Stochastic Processes and their Applications - SPA 2018, June 11-15, 2018, Gothenburg, Sweden
  • 12th International Vilnius Conference on Probability Theory and Mathematical Statistics and 2018 IMS Annual Meeting on Probability and Statistics, July 2-6, 2018, Vilnius, Lithuania
  • 11th International Conference on Extreme Value Analysis, July 1-5, 2019, Zagreb, Croatia
  • 8th European Congress of Mathematics, June 20-26, 2021, Portorož, Slovenia
  • 7th Croatian Mathematical Congress, June 15-18, 2022, Split, Croatia
  • 13th International Conference on Extreme Value Analysis, June 26-30, 2023, Milan, Italy
  • 43rd Conference on Stochastic Processes and their Applications - SPA 2023, July 24-28, 2023, Lisbon, Portugal
    •
    Refereeing for journals:
  • Extremes, Applied Mathematics E-Notes, Journal of Mathematical Inequalities, Journal of Classical Analysis, Glasnik Matematički, European Journal of Analytic Philosophy, Journal of Theoretical Probability, Journal of Statistical Computation and Simulation, Journal of the Korean Mathematical Society, Lithuanian Mathematical Journal, American Mathematical Monthly, Journal of the American Statistical Association, Statistics and Probability Letters, Stochastic Models
    •
    Other publications:
  • D.Krizmanić. Volumen dodekaedra i ikozaedra (in Croatian), Matematičko-fizički list 54 (2004), no. 4/216, 234-242
  • D.Krizmanić. Žene u matematici (in Croatian), Matematika i škola 5 (2004), no. 25, 233-236
  • D.Krizmanić and H.Rizvić. Zamijeniti ili ne zamijeniti vrata? (in Croatian), Matematičko-fizički list 64 (2013), no. 1/253, 40-43
  • D.Krizmanić and V.Skobljanec. Neke dileme, paradoksi i zablude u vjerojatnosti (in Croatian), Matematika i škola 18 (2017), no. 88, 123-127