Dynamic generalized extreme value modeling via particle filters (Q4638827)
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scientific article; zbMATH DE number 6865578
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic generalized extreme value modeling via particle filters |
scientific article; zbMATH DE number 6865578 |
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Dynamic generalized extreme value modeling via particle filters (English)
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30 April 2018
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GEV distribution
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MCMC
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nonlinear observation
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particle filters
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topix dataset
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0.8950331
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0.85239094
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0.8514885
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0.84861827
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0.84830153
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0.84667826
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