Pages that link to "Item:Q2930901"
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The following pages link to Efficient estimation and particle filter for max-stable processes (Q2930901):
Displaying 8 items.
- Stochastic tail index model for high frequency financial data with Bayesian analysis (Q1644258) (← links)
- A Bayesian hierarchical model for spatial extremes with multiple durations (Q1659481) (← links)
- Generalized extreme value distribution with time-dependence using the AR and MA models in state space form (Q1927108) (← links)
- Models for autoregressive processes of bounded counts: how different are they? (Q2228223) (← links)
- Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes (Q5138617) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880061) (← links)
- An extended sparse max-linear moving model with application to high-frequency financial data (Q5880168) (← links)
