Efficient estimation and particle filter for max-stable processes (Q2930901): Difference between revisions
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Revision as of 19:48, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation and particle filter for max-stable processes |
scientific article |
Statements
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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