Statistics for tail processes of Markov chains (Q497485): Difference between revisions

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Property / author: Johan Segers / rank
 
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Property / Mathematics Subject Classification ID: 62G20 / rank
 
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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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Revision as of 23:26, 30 June 2023

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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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