Extremes of Markov Chains with Tail Switching Potential (Q4670778): Difference between revisions
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Revision as of 16:44, 28 February 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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