Pages that link to "Item:Q4236513"

The following pages link to Models for the extremes of Markov chains (Q4236513):

Displayed 14 items.

• Latent process modelling of threshold exceedances in hourly rainfall series (Q321463) ‎ (← links)
• Limit theorems for empirical processes of cluster functionals (Q988001) ‎ (← links)
• Modeling rare events through a \(p\)RARMAX process (Q989285) ‎ (← links)
• Modelling extremes of time-dependent data by Markov-switching structures (Q1011533) ‎ (← links)
• \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) ‎ (← links)
• On tail dependence: a characterization for first-order max-autoregressive processes (Q2435884) ‎ (← links)
• Modelling dependence uncertainty in the extremes of Markov chain (Q2488432) ‎ (← links)
• A Latent Process Model for Temporal Extremes (Q2922156) ‎ (← links)
• Improving financial risk assessment through dependency (Q3153691) ‎ (← links)
• Anticipating Catastrophes through Extreme Value Modelling (Q3435776) ‎ (← links)
• A New Class of Models for Bivariate Joint Tails (Q3551039) ‎ (← links)
• Functionals of clusters of extremes (Q4454111) ‎ (← links)
• Asymptotics of Markov Kernels and the Tail Chain (Q4915655) ‎ (← links)
• Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution (Q5952100) ‎ (← links)