Extremes of Markov Chains with Tail Switching Potential (Q4670778): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1046/j.1369-7412.2003.00419.x / rank | |||
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| Property / cites work: An introduction to statistical modeling of extreme values / rank | |||
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| Property / cites work: Extremes and related properties of random sequences and processes / rank | |||
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Latest revision as of 10:28, 10 June 2024
scientific article; zbMATH DE number 2160790
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes of Markov Chains with Tail Switching Potential |
scientific article; zbMATH DE number 2160790 |
Statements
Extremes of Markov Chains with Tail Switching Potential (English)
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22 April 2005
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autoregressive conditional heteroscedastic processes
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extremal index
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extreme value theory
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financial series
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Markov chains
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multivariate extremes
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