Efficient estimation and particle filter for max-stable processes (Q2930901)
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scientific article; zbMATH DE number 6371629
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Efficient estimation and particle filter for max-stable processes |
scientific article; zbMATH DE number 6371629 |
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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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0.9035671
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0.89165837
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0.8883431
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0.88622797
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0.8858789
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0.88583016
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0.8801561
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0.8769112
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0.87575716
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