Statistics for tail processes of Markov chains (Q497485): Difference between revisions
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Property / author: Holger Drees / rank | |||
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Property / author: Johan Segers / rank | |||
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Property / Mathematics Subject Classification ID: 62G32 / rank | |||
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Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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Property / zbMATH DE Number: 6485070 / rank | |||
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heavy-tailed Markov chains | |||
Property / zbMATH Keywords: heavy-tailed Markov chains / rank | |||
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regular variation | |||
Property / zbMATH Keywords: regular variation / rank | |||
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stationary time series | |||
Property / zbMATH Keywords: stationary time series / rank | |||
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tail process | |||
Property / zbMATH Keywords: tail process / rank | |||
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time reversibility | |||
Property / zbMATH Keywords: time reversibility / rank | |||
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Revision as of 23:26, 30 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Statistics for tail processes of Markov chains |
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Statements
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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