1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.ME2017★ 1 cited
Bayesian inference for generalized extreme value distribution with Gaussian copula dependence
Bo Ning, Peter Bloomfield
Dependent generalized extreme value (dGEV) models have attracted much attention due to the dependency structure that often appears in real datasets. To construct a dGEV model, a na…
stat.OT2011
A flexible observed factor model with separate dynamics for the factor volatilities and their correlation matrix
Yu-Cheng Ku, Peter Bloomfield, Robert Kohn
Our article considers a regression model with observed factors. The observed factors have a flexible stochastic volatility structure that has separate dynamics for the volatilities…