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Latest revision as of 07:32, 9 July 2024

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Efficient estimation and particle filter for max-stable processes
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    Efficient estimation and particle filter for max-stable processes (English)
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    20 November 2014
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    Bayesian analysis
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    extreme value theory
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    Markov chain Monte Carlo
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    marginal likelihood
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    maxima of moving maxima processes
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    stock returns
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