Pages that link to "Item:Q1927108"
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The following pages link to Generalized extreme value distribution with time-dependence using the AR and MA models in state space form (Q1927108):
Displaying 11 items.
- Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis (Q479487) (← links)
- Bayesian state-space modeling in gene expression data analysis: an application with biomarker prediction (Q669073) (← links)
- Modeling tails of aggregate economic processes in a stochastic growth model (Q1623510) (← links)
- Stochastic tail index model for high frequency financial data with Bayesian analysis (Q1644258) (← links)
- A Bayesian hierarchical model for spatial extremes with multiple durations (Q1659481) (← links)
- AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation (Q2145806) (← links)
- Extreme value autoregressive model and its applications (Q2320922) (← links)
- Efficient estimation and particle filter for max-stable processes (Q2930901) (← links)
- Dynamic generalized extreme value modeling via particle filters (Q4638827) (← links)
- Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes (Q5138617) (← links)
- Poisson-Driven Stationary Markov Models (Q6623220) (← links)
