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

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+https://doi.org/10.1007/s11749-015-0444-4
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+W240718041
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+Bayesian analysis of extreme events with threshold estimation
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+Simulation-based sequential analysis of Markov switching stochastic volatility models
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+An introduction to statistical modeling of extreme values
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+Bayesian Methods in Extreme Value Modelling: A Review and New Developments
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+Estimating the stable index \(\alpha\) in order to measure tail thickness: a critique
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+Smoothing sample extremes with dynamic models
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+A flexible extreme value mixture model
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+A semiparametric Bayesian approach to extreme value estimation
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+Bayesian Measures of Model Complexity and Fit
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+Accounting for the threshold uncertainity in extreme value estimation
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+Bayesian forecasting and dynamic models.
@@ Property / cites work: Bayesian forecasting and dynamic models. / rank @@
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+Publication:285844