Extremes of projections of functional time series on data-driven basis systems
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Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Central limit and other weak theorems (60F05)
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Cites work
- scientific article; zbMATH DE number 3141621 (Why is no real title available?)
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 193549 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- Asymptotic normality of the principal components of functional time series
- Asymptotic spectral theory for nonlinear time series
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- Break detection in the covariance structure of multivariate time series models
- Determining the order of the functional autoregressive model
- Dynamic functional principal components
- Estimation of the Mean of Functional Time Series and a Two-Sample Problem
- Extreme value theory. An introduction.
- Extremes and related properties of random sequences and processes
- Functional data analysis.
- Inference for functional data with applications
- Second-order expansion for the maximum of some stationary Gaussian sequences.
- Statistics of Extremes
- Strong invariance principles for dependent random variables
- Tail estimates motivated by extreme value theory
- The extremes of a triangular array of normal random variables
- The rate of convergence of extremes of stationary normal sequences
- Theoretical foundations of functional data analysis, with an introduction to linear operators
- Weakly dependent functional data
- White noise testing and model diagnostic checking for functional time series
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