Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes (Q5138617)
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scientific article; zbMATH DE number 7282095
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes |
scientific article; zbMATH DE number 7282095 |
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Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes (English)
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4 December 2020
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ARMA process
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electricity demand
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extreme values
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generalized extreme value distribution
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mixture sampler
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stock returns
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