Markov chain models, time series analysis and extreme value theory (Q4891046)
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scientific article; zbMATH DE number 920885
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov chain models, time series analysis and extreme value theory |
scientific article; zbMATH DE number 920885 |
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Markov chain models, time series analysis and extreme value theory (English)
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7 January 1997
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asymptotic extreme values
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number of states
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realization theorem
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finite state Markov chain
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continuous noise
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autoregressive moving-average data generating mechanism
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state dimension
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hidden Markov chain
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identification
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critical values
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strong consistency
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