Browsing NTNU Open by Author "Gausland, Eivind Blomholm"
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Parameter Estimation in Extreme Value Models with Markov Chain Monte Carlo Methods
Gausland, Eivind Blomholm (Master thesis, 2010)In this thesis I have studied how to estimate parameters in an extreme value model with Markov Chain Monte Carlo (MCMC) given a data set. This is done with synthetic Gaussian time series generated by spectral densities, ...