Time-varying extreme pattern with dynamic models

Mathematics

• Dynamic Model 100%
• Time-varying 90%
• Extremes 84%
• Generalized Pareto Distribution 65%
• Dynamic Linear Models 35%
• Stochastic Volatility 32%
• Financial Time Series 31%
• Time Change 31%
• Model 30%
• Component Model 30%
• Alternation 28%
• Time Series Data 28%
• Markov Chain Monte Carlo Methods 26%
• Shape Parameter 24%
• Mixture Model 24%
• Scale Parameter 24%
• Quantile 23%
• Scenarios 21%
• Tail 20%
• Vary 20%
• Uncertainty 19%
• Limiting 18%
• Interpretation 16%
• Formulation 14%
• Simulation 14%
• Performance 13%

Business & Economics

• Generalized Pareto Distribution 69%
• Mixture Model 41%
• Dynamic Linear Models 35%
• Markov Chain Monte Carlo Methods 31%
• Time Change 30%
• Time Variation 27%
• Financial Time Series 26%
• Stochastic Volatility 25%
• Quantile 24%
• Time Series Data 22%
• Novelty 22%
• Inference 19%
• Simulation 15%
• Scenarios 15%
• Uncertainty 13%
• Performance 9%