Regression models for time-varying extremes

DOI10.1080/00949655.2017.1385788OpenAlexW2763204001MaRDI QIDQ4960542

Fernando Ferraz do Nascimento, Valmária Rocha da Silva Ferraz, Stênio Rodrigues Lima

Publication date: 23 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2017.1385788

zbMATH Keywords

BayesregressionMCMCextremesdynamic modelsGPD

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (6)

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