Bayesian modelling of clustered extreme events using a nonparametric Hawkes process

DOI10.1007/S11222-026-10981-YMaRDI QIDQ7411076zbMATH OpenFDO

Authors Gordon J. Ross, Dean Markwick

Publication date 2026

Published in Statistics and Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11222-026-10981-Y

zbMATH Keywords

extreme valuesHawkes processesMCMC

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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