Douglas E. Johnston, Petar M. Djuric. A Recursive Bayesian Solution for the Excess Over Threshold Distribution with Stochastic Parameters. In 2020 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2020, Barcelona, Spain, May 4-8, 2020. pages 8439-8443, IEEE, 2020. [doi]
Abstract is missing.