A modified sequential Monte Carlo procedure for the efficient recursive estimation of extreme quantiles
| Year of publication: |
2019
|
|---|---|
| Authors: | Neslihanoglu, Serdar ; Date, Paresh |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 0277-6693, ZDB-ID 2001645-1. - Vol. 38.2019, 5 (12.02.), p. 390-399
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2568 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082029