Extremes of projections of functional time series on data-driven basis systems
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Publication:726120
DOI10.1007/s10687-017-0302-8zbMath1398.62235MaRDI QIDQ726120
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
62H25: Factor analysis and principal components; correspondence analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
60F05: Central limit and other weak theorems
62G32: Statistics of extreme values; tail inference
Uses Software
Cites Work
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