Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers
DOI10.1214/21-AOAS1497zbMATH Open1498.62280OpenAlexW4220755944MaRDI QIDQ75379FDOQ75379
Authors: Raquel Barata, Raquel Prado, Bruno Sansó, Raquel Barata, Raquel Prado, Bruno Sansó 
Publication date: 1 March 2022
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/21-aoas1497
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Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Climate science and climate modeling (86A08)
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