Pages that link to "Item:Q4503208"
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The following pages link to The distributions of cluster functionals of extreme events in a <i>d</i>th-order Markov chain (Q4503208):
Displayed 14 items.
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- Clustering of Markov chain exceedances (Q373538) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- Limit theorems for empirical processes of cluster functionals (Q988001) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Modelling extremes of time-dependent data by Markov-switching structures (Q1011533) (← links)
- Regularly varying multivariate time series (Q1016605) (← links)
- \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) (← links)
- Estimation of extreme values by the average conditional exceedance rate method (Q1952487) (← links)
- Modelling dependence uncertainty in the extremes of Markov chain (Q2488432) (← 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)