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math.ST2023
Extremal Dependence of Moving Average Processes Driven by Exponential-Tailed Lévy Noise
Zhongwei Zhang, David Bolin, Sebastian Engelke +1
Moving average processes driven by exponential-tailed Lévy noise are important extensions of their Gaussian counterparts in order to capture deviations from Gaussianity, more flexi…
stat.ME2023
Robustness, model checking and latent Gaussian models
Rafael Cabral, David Bolin, Håvard Rue
Model checking is essential to evaluate the adequacy of statistical models and the validity of inferences drawn from them. Particularly, hierarchical models such as latent Gaussian…