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Accurate Bayesian inference for tail risk extrapolation in time series

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Carl, David L., Padoan, Simone A., Rizzelli, Stefano
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Methodology 60G70, 62F15, 62E20
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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