Pages that link to "Item:Q4960542"
From MaRDI portal
The following pages link to Regression models for time-varying extremes (Q4960542):
Displaying 13 items.
- Time-varying extreme pattern with dynamic models (Q285844) (← links)
- Moving-maximum models for extrema of time series (Q1600711) (← links)
- A change-point approach for the identification of financial extreme regimes (Q2077439) (← links)
- Extreme value autoregressive model and its applications (Q2320922) (← links)
- Regression models for exceedance data: a new approach (Q2664999) (← links)
- (Q3295397) (← links)
- Dynamic linear seasonal models applied to extreme temperature data: a Bayesian approach using the <i>r</i>-larger order statistics distribution (Q3390581) (← links)
- Tree-structured extreme value model regression (Q4843718) (← links)
- Bayesian time-varying quantile regression on exceedance (Q5058306) (← links)
- Regression models to dependence for exceedance (Q5861152) (← links)
- Reduced order models for the prediction of the time of occurrence of extreme episodes (Q5939049) (← links)
- Modeling and predicting Chinese stock downside risks via Gaussian mixture models and marked self-exciting point process (Q6125018) (← links)
- Bayesian time-varying quantile regression to extremes (Q6626134) (← links)
