Extremes of projections of functional time series on data-driven basis systems
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Publication:726120
DOI10.1007/s10687-017-0302-8zbMath1398.62235OpenAlexW2742387330MaRDI 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
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
Cites Work
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