Asymptotics of Markov Kernels and the Tail Chain (Q4915655): Difference between revisions

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+Regularly varying multivariate time series
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+A sufficiency property arising from the characterization of extremes of Markov chains
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+Extremes of Markov Chains with Tail Switching Potential
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+Models for the extremes of Markov chains
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+Conditioning on an extreme component: model consistency with regular variation on cones
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