Bayesian Forecasting of Dynamic Extreme Quantiles
In this paper, we provide a novel Bayesian solution to forecasting extreme quantile thresholds that are dynamic in nature. This is an important problem in many fields of study including climatology, structural engineering, and finance. We utilize results from extreme value theory to provide the back...
I tiakina i:
| Kaituhi matua: | |
|---|---|
| Hōputu: | Artigo |
| Reo: | Inglês |
| I whakaputaina: |
MDPI AG
2021-10-01
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| Rangatū: | Forecasting |
| Ngā marau: | |
| Urunga tuihono: | https://www.mdpi.com/2571-9394/3/4/45 |
| Ngā Tūtohu: |
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
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