Functional time series forecasting of extreme values-Reference-Cited by-同舟云学术

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Functional time series forecasting of extreme values

Published:2021-01-06 Issue: Volume: Page:1-18
ISSN:2373-7484
Container-title:Communications in Statistics: Case Studies, Data Analysis and Applications
language:en
Short-container-title:Communications in Statistics: Case Studies, Data Analysis and Applications

Author:

Shang Han Lin¹²^ORCID,Xu Ruofan²³

Affiliation:

1. Department of Actuarial Studies and Business Analytics, Macquarie University, Sydney, NSW, Australia

2. Research School of Finance, Actuarial Studies and Statistics, Australian National University, Canberra, ACT, Australia

3. Department of Econometrics and Business Statistics, Monash University, Clayton, VIC, Australia

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics and Probability,Analysis

Link

https://www.tandfonline.com/doi/pdf/10.1080/23737484.2020.1869629

Reference40 articles.

1. Australian Bureau of Meteorology. (2020). “Climate Data Online.” Australian Data Archive for Meteorology, Accessed May 4, 2020. http://www.bom.gov.au/climate/data/.

2. An Analysis of Transformations

3. Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model

4. Generalized additive modelling of sample extremes

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A New Approach of Power Transformations in Functional Non-Parametric Temperature Time Series;Time Series Analysis - New Insights;2023-01-18

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