Blar i NTNU Open på forfatter "Rødvei, Kristoffer Kofoed"
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Comparing the ACER and POT MCMC Extreme Value Statistics Methods Through Analysis of Commodities Data
Rødvei, Kristoffer Kofoed (Master thesis, 2016)The Average Conditional Exceedance Rate and Peak Over Threshold Markov Chain Monte Carlo are two extreme value statistical methods, compared in this work. They are tested for both extrapolations and prediction intervals. ...