Statistics for tail processes of Markov chains (Q497485)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Statistics for tail processes of Markov chains |
scientific article |
Statements
Statistics for tail processes of Markov chains (English)
0 references
24 September 2015
0 references
heavy-tailed Markov chains
0 references
regular variation
0 references
stationary time series
0 references
tail process
0 references
time reversibility
0 references
0 references