A Recursive Bayesian Solution for the Excess Over Threshold Distribution with Stochastic Parameters

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]

Authors

Douglas E. Johnston

This author has not been identified. Look up 'Douglas E. Johnston' in Google

Petar M. Djuric

This author has not been identified. Look up 'Petar M. Djuric' in Google