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]

@inproceedings{JohnstonD20,
  title = {A Recursive Bayesian Solution for the Excess Over Threshold Distribution with Stochastic Parameters},
  author = {Douglas E. Johnston and Petar M. Djuric},
  year = {2020},
  doi = {10.1109/ICASSP40776.2020.9053302},
  url = {https://doi.org/10.1109/ICASSP40776.2020.9053302},
  researchr = {https://researchr.org/publication/JohnstonD20},
  cites = {0},
  citedby = {0},
  pages = {8439-8443},
  booktitle = {2020 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2020, Barcelona, Spain, May 4-8, 2020},
  publisher = {IEEE},
  isbn = {978-1-5090-6631-5},
}