Statistics for tail processes of Markov chains (Q497485)
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scientific article; zbMATH DE number 6485070
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Statistics for tail processes of Markov chains |
scientific article; zbMATH DE number 6485070 |
Statements
Statistics for tail processes of Markov chains (English)
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24 September 2015
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heavy-tailed Markov chains
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regular variation
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stationary time series
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tail process
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time reversibility
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0.8428003787994385
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0.8069079518318176
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0.8015133738517761
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0.7973368763923645
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0.7970941662788391
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