The following pages link to Markov tail chains (Q5176525):
Displaying 20 items.
- Statistics for tail processes of Markov chains (Q497485) (← links)
- On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
- On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration (Q831317) (← links)
- Polar decomposition of regularly varying time series in star-shaped metric spaces (Q1692078) (← links)
- Extreme values of the uniform order 1 autoregressive processes and missing observations (Q1692084) (← links)
- Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration (Q1994896) (← links)
- Spectral tail processes and max-stable approximations of multivariate regularly varying time series (Q2000137) (← links)
- The tail empirical process of regularly varying functions of geometrically ergodic Markov chains (Q2010476) (← links)
- Compound Poisson approximation for regularly varying fields with application to sequence alignment (Q2040067) (← links)
- Limit theorems for branching processes with immigration in a random environment (Q2093407) (← links)
- Cluster based inference for extremes of time series (Q2239252) (← links)
- Joint extremal behavior of hidden and observable time series with applications to GARCH processes (Q2340041) (← links)
- Heavy tailed time series with extremal independence (Q2352978) (← links)
- On Extremal Index of max-stable stationary processes (Q4578299) (← links)
- One- versus multi-component regular variation and extremes of Markov trees (Q5005037) (← links)
- Extreme events of Markov chains (Q5233162) (← links)
- Asymptotic independence <i>ex machina</i>: Extreme value theory for the diagonal SRE model (Q6134628) (← links)
- Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions (Q6176326) (← links)
- Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments (Q6546548) (← links)
- Temporal evolution of the extreme excursions of multivariate \(k\)th order Markov processes with application to oceanographic data (Q6626649) (← links)
