Statistics for Heteroscedastic Time Series Extremes

被引：0
|
作者：
Bucher, Axel
Jennessen, Tobias
机构：
来源：
arXiv | 2022年
关键词：
Compilation and indexing terms; Copyright 2024 Elsevier Inc;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Intelligent systems - Monte Carlo methods - Stochastic models - Stochastic systems
引用
收藏
相关论文
共 50 条
  • [41] A Seasonal and Heteroscedastic Gamma Model for Hydrological Time Series: A Bayesian Approach
    Cepeda Cuervo, Edilberto
    Andrade, Marinho G.
    Achcar, Jorge Alberto
    XI BRAZILIAN MEETING ON BAYESIAN STATISTICS (EBEB 2012), 2012, 1490 : 97 - 107
  • [42] Analysis of French Electric Market using Heteroscedastic Models of Time Series
    Lopez, Damian
    Juan, Jesus
    2008 5TH INTERNATIONAL CONFERENCE ON THE EUROPEAN ELECTRICITY MARKET, VOLS 1 AND 2, 2008, : 111 - 116
  • [43] Inference for Time Series Regression Models With Weakly Dependent and Heteroscedastic Errors
    Rho, Yeonwoo
    Shao, Xiaofeng
    JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2015, 33 (03) : 444 - 457
  • [44] Gaussian Tests for Seasonal Unit Roots in Periodical Heteroscedastic Time Series
    Department of Applied Mathematics, Northwest Polytechnical University, Shaanxi, Xi'an 710072, China
    不详
    不详
    Xitong Gongcheng Lilum yu Shijian, 2006, 8 (123-128+135):
  • [45] STATISTICS OF MULTIVARIATE EXTREMES
    SMITH, RL
    TAWN, JA
    YUEN, HK
    INTERNATIONAL STATISTICAL REVIEW, 1990, 58 (01) : 47 - 58
  • [46] STATISTICS OF EXTREMES IN ATHLETICS
    Henriques-Rodrigues, Ligia
    Gomes, M. Ivette
    Pestana, Dinis
    REVSTAT-STATISTICAL JOURNAL, 2011, 9 (02) : 127 - +
  • [47] Statistics of extremes in hydrology
    Katz, RW
    Parlange, MB
    Naveau, P
    ADVANCES IN WATER RESOURCES, 2002, 25 (8-12) : 1287 - 1304
  • [48] Detecting and Diagnostic Checking Multivariate Conditional Heteroscedastic Time Series Models
    H. Wong
    W. K. Li
    Annals of the Institute of Statistical Mathematics, 2002, 54 : 45 - 59
  • [49] Extremes of some sub-sampled time series
    Scotto, MG
    Turkman, KF
    Anderson, CW
    JOURNAL OF TIME SERIES ANALYSIS, 2003, 24 (05) : 579 - 590
  • [50] Trends and Extremes in Time Series Based on Fuzzy Logic
    Agayan, Sergey
    Bogoutdinov, Shamil
    Kamaev, Dmitriy
    Dzeboev, Boris
    Dobrovolsky, Michael
    MATHEMATICS, 2024, 12 (02)
12345