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20092026
most citedBayesian Inference from Composite Likelihoods, with an Application to Spatial Extremes

65 citations · 232 across the 16 of their papers we have counts for

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Showing 2023 · math.STShow all

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math.ST2023★ 1 cited

Transformed-Linear Innovations Algorithm for Modeling and Forecasting of Time Series Extremes

Nehali Mhatre, Daniel Cooley

The innovations algorithm is a classical recursive forecasting algorithm used in time series analysis. We develop the innovations algorithm for a class of nonnegative regularly var…