Pages that link to "Item:Q4236513"
From MaRDI portal
The following pages link to Models for the extremes of Markov chains (Q4236513):
Displayed 15 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)
- Asymptotic dependence of bivariate maxima (Q5866066) (← links)
- Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution (Q5952100) (← links)