Statistics for tail processes of Markov chains (Q497485): Difference between revisions
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| Property / DOI: 10.1007/S10687-015-0217-1 / rank | |||
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Latest revision as of 19:25, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistics for tail processes of Markov chains |
scientific article |
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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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