Optimal eigen expansions and uniform bounds
From MaRDI portal
Publication:343789
DOI10.1007/s00440-015-0671-3zbMath1349.62251arXiv1501.01271OpenAlexW2963366046MaRDI QIDQ343789
Publication date: 29 November 2016
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.01271
Hilbert spaceextreme value distributioneigen expansionlag operatorlong-run covariance operatorshort and long memory
Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Extreme value theory; extremal stochastic processes (60G70) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
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