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Polar decomposition of regularly varying time series in star-shaped metric spaces

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  • Segers, Johan
  • Zhao, Yuwei
  • Meinguet, Thomas

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  • Segers, Johan & Zhao, Yuwei & Meinguet, Thomas, 2017. "Polar decomposition of regularly varying time series in star-shaped metric spaces," LIDAM Reprints ISBA 2017029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2017029
    Note: In : Extremes : statistical theory and applications in science, engineering and economics, vol. 20, no. 3, p. 539-566 (2017)
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    Cited by:

    1. Kokoszka, Piotr & Kulik, Rafał, 2023. "Principal component analysis of infinite variance functional data," Journal of Multivariate Analysis, Elsevier, vol. 193(C).
    2. Hashorva, Enkelejd, 2018. "Representations of max-stable processes via exponential tilting," Stochastic Processes and their Applications, Elsevier, vol. 128(9), pages 2952-2978.
    3. Janßen, Anja, 2019. "Spectral tail processes and max-stable approximations of multivariate regularly varying time series," Stochastic Processes and their Applications, Elsevier, vol. 129(6), pages 1993-2009.
    4. Segers, Johan, 2019. "One- versus multi-component regular variation and extremes of Markov trees," LIDAM Discussion Papers ISBA 2019001, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    5. Buriticá, Gloria & Mikosch, Thomas & Wintenberger, Olivier, 2023. "Large deviations of ℓp-blocks of regularly varying time series and applications to cluster inference," Stochastic Processes and their Applications, Elsevier, vol. 161(C), pages 68-101.

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