A Bayesian model for multiple change point to extremes, with application to environmental and financial data (Q5138717)
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scientific article; zbMATH DE number 7282161
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian model for multiple change point to extremes, with application to environmental and financial data |
scientific article; zbMATH DE number 7282161 |
Statements
A Bayesian model for multiple change point to extremes, with application to environmental and financial data (English)
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4 December 2020
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extremes
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change point
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Bayesian model
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river quota data
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financial data
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MCMC
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