Modeling rare events through a \(p\)RARMAX process (Q989285)
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scientific article; zbMATH DE number 5773131
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| default for all languages | No label defined |
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| English | Modeling rare events through a \(p\)RARMAX process |
scientific article; zbMATH DE number 5773131 |
Statements
Modeling rare events through a \(p\)RARMAX process (English)
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19 August 2010
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extreme value theory
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Max-autoregressive models
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classification theory
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Bayes error
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0.8344075083732605
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0.807110071182251
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0.7688658833503723
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0.7675752639770508
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0.7641441822052002
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