Extremes of Markov Chains with Tail Switching Potential (Q4670778): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: An introduction to statistical modeling of extreme values / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4343010 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Extremes and related properties of random sequences and processes / rank | |||
Normal rank |
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)
0 references
22 April 2005
0 references
autoregressive conditional heteroscedastic processes
0 references
extremal index
0 references
extreme value theory
0 references
financial series
0 references
Markov chains
0 references
multivariate extremes
0 references