Computational Procedures for Improving Extreme Value Estimation in Time Series Modelling

Dora Prata Gomes, Clara Cordeiro, M. Manuela Neves. Computational Procedures for Improving Extreme Value Estimation in Time Series Modelling. In Osvaldo Gervasi, Beniamino Murgante, Ana Maria A. C. Rocha, Chiara Garau, Francesco Scorza, Yeliz Karaca, Carmelo M. Torre, editors, Computational Science and Its Applications - ICCSA 2023 Workshops - Athens, Greece, July 3-6, 2023, Proceedings, Part II. Volume 14105 of Lecture Notes in Computer Science, pages 84-96, Springer, 2023. [doi]

Abstract

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