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A Fourier analysis of extreme events
Thomas Valentin Mikosch
, Yuwei Zhao
Department of Mathematical Sciences
6
Citations (Scopus)
52
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Mathematics
Periodogram
100%
Fourier Analysis
100%
Correlogram
66%
Indicator Function
33%
Keyphrases
Periodogram
100%
Correlogram
66%
Fourier Frequency
33%
Indicator Function
33%
Asymptotic Independence
33%
Engineering
Periodogram
100%
Consistent Estimator
33%
Indicator Function
33%