Pages that link to "Item:Q2488453"
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The following pages link to Smoothing sample extremes with dynamic models (Q2488453):
Displaying 13 items.
- Time-varying extreme pattern with dynamic models (Q285844) (← links)
- Stochastic tail index model for high frequency financial data with Bayesian analysis (Q1644258) (← links)
- Generalized extreme value distribution with time-dependence using the AR and MA models in state space form (Q1927108) (← links)
- Preelectoral polls variability: a hierarchical Bayesian model to assess the role of house effects with application to Italian elections (Q2135367) (← links)
- Bivariate extreme analysis of Olympic swimming data (Q2320786) (← links)
- On tail trend detection: modeling relative risk (Q2352973) (← links)
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion) (Q2920273) (← links)
- A latent process model for temporal extremes (Q2922156) (← links)
- Efficient estimation and particle filter for max-stable processes (Q2930901) (← links)
- Dynamic generalized extreme value modeling via particle filters (Q4638827) (← links)
- Regression models for time-varying extremes (Q4960542) (← links)
- Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes (Q5138617) (← links)
- Bayesian time-varying quantile regression to extremes (Q6626134) (← links)
