Statistics for tail processes of Markov chains (Q497485): Difference between revisions
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Revision as of 12:21, 11 February 2024
scientific article
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English | Statistics for tail processes of Markov chains |
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Statistics for tail processes of Markov chains (English)
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24 September 2015
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heavy-tailed Markov chains
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regular variation
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stationary time series
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tail process
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time reversibility
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