Time-varying models for extreme values

By Gabriel Huerta, Bruno Sansó. Environmental and Ecological Statistics, 2007

101 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/8f53f58fcdcb9b44ee3acf7b36dc98eec6004e7e

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. A. Fernández-Bremauntz
2. Alan E. Gelfand
3. Jorge Alberto Achcar
4. Eliane R. Rodrigues
5. Huiyan Sang
6. G. Tzintzun

In Economics and Econometrics

1. Huiyan Sang
2. Alan E. Gelfand
3. A. Fernández-Bremauntz
4. Jorge Alberto Achcar
5. Eliane R. Rodrigues
6. G. Tzintzun
7. A. C. Davison
8. Mathieu Ribatet

In Finance

1. Alan E. Gelfand
2. Huiyan Sang
3. A. Fernández-Bremauntz
4. Jorge Alberto Achcar
5. Eliane R. Rodrigues
6. G. Tzintzun
7. A. C. Davison
8. Mathieu Ribatet

Citations in the corpus

• Hierarchical modeling for extreme values observed over space and time (2009, background): “This is a specific dynamic linear modelDLM(Y ; F,G, V,W) (West and Harrison 1997; Huerta and Sansó 2007) with known observation covariance matrix τ 2 I .”
• Estimating the number of ozone peaks in Mexico City using a non‐homogeneous Poisson model (2008, methodology): “Among the many works using one or another of the methodologies above we may quote, [6], [7], [8], [14], [16], [17], [19], [20], [23], [24], [25], [26], [33], [36], [37], [38] and [43].”