Time-varying extreme pattern with dynamic models (Q285844): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11749-015-0444-4
+Normal rank
@@ Property / OpenAlex ID @@
+W240718041
@@ Property / OpenAlex ID: W240718041 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian analysis of extreme events with threshold estimation
+Normal rank
@@ Property / cites work @@
+Simulation-based sequential analysis of Markov switching stochastic volatility models
+Normal rank
@@ Property / cites work @@
+An introduction to statistical modeling of extreme values
+Normal rank
@@ Property / cites work @@
+Bayesian Methods in Extreme Value Modelling: A Review and New Developments
+Normal rank
@@ Property / cites work @@
+Q4892519
@@ Property / cites work: Q4892519 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2921620
@@ Property / cites work: Q2921620 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the stable index \(\alpha\) in order to measure tail thickness: a critique
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Smoothing sample extremes with dynamic models
@@ Property / cites work: Smoothing sample extremes with dynamic models / rank @@
+Normal rank
@@ Property / cites work @@
+Q5480569
@@ Property / cites work: Q5480569 / rank @@
+Normal rank
@@ Property / cites work @@
+A flexible extreme value mixture model
@@ Property / cites work: A flexible extreme value mixture model / rank @@
+Normal rank
@@ Property / cites work @@
+A semiparametric Bayesian approach to extreme value estimation
+Normal rank
@@ Property / cites work @@
+Statistical inference using extreme order statistics
+Normal rank
@@ Property / cites work @@
+Q2921614
@@ Property / cites work: Q2921614 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
+Normal rank
@@ Property / cites work @@
+Q3692669
@@ Property / cites work: Q3692669 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Measures of Model Complexity and Fit
@@ Property / cites work: Bayesian Measures of Model Complexity and Fit / rank @@
+Normal rank
@@ Property / cites work @@
+Accounting for the threshold uncertainity in extreme value estimation
+Normal rank
@@ Property / cites work @@
+Bayesian forecasting and dynamic models.
@@ Property / cites work: Bayesian forecasting and dynamic models. / rank @@
+Normal rank