Extremes of projections of functional time series on data-driven basis systems

DOI10.1007/s10687-017-0302-8zbMath1398.62235OpenAlexW2742387330MaRDI QIDQ726120

Qian Xiong, Piotr S. Kokoszka

Publication date: 3 August 2018

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-017-0302-8

zbMATH Keywords

time seriesextreme valuesGumbel distributionfunctional data

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Statistics of extreme values; tail inference (62G32)

Uses Software

• fda (R)
• freqdom.fda

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