Pages that link to "Item:Q4670778"
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The following pages link to Extremes of Markov Chains with Tail Switching Potential (Q4670778):
Displaying 6 items.
- The extremal index for GARCH(1,1) processes (Q907366) (← links)
- Regularly varying multivariate time series (Q1016605) (← links)
- A Latent Process Model for Temporal Extremes (Q2922156) (← links)
- Regular Variation and Extremal Dependence of GARCH Residuals with Application to Market Risk Measures (Q3615082) (← links)
- Asymptotics of Markov Kernels and the Tail Chain (Q4915655) (← links)
- Markov tail chains (Q5176525) (← links)