Pages that link to "Item:Q1296740"

The following pages link to The extremal index of a higher-order stationary Markov chain (Q1296740):

Displayed 12 items.

• Clustering of Markov chain exceedances (Q373538) ‎ (← links)
• Regularly varying multivariate time series (Q1016605) ‎ (← links)
• Estimation of extreme values by the average conditional exceedance rate method (Q1952487) ‎ (← links)
• Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables (Q2231309) ‎ (← links)
• Extremal indices, geometric ergodicity of Markov chains and MCMC (Q2463676) ‎ (← links)
• Measuring the extremal dependence (Q2483876) ‎ (← links)
• Approximate distributions of clusters of extremes (Q2573256) ‎ (← links)
• Functionals of clusters of extremes (Q4454111) ‎ (← links)
• Asymptotics of Markov Kernels and the Tail Chain (Q4915655) ‎ (← links)
• Markov tail chains (Q5176525) ‎ (← links)
• Extreme events of Markov chains (Q5233162) ‎ (← links)
• Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions (Q6176326) ‎ (← links)