Tail behaviour and extremes of two-state Markov-switching autoregressive models (Q945187)
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scientific article; zbMATH DE number 5342278
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| English | Tail behaviour and extremes of two-state Markov-switching autoregressive models |
scientific article; zbMATH DE number 5342278 |
Statements
Tail behaviour and extremes of two-state Markov-switching autoregressive models (English)
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11 September 2008
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extremal clusters
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extremal index
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Markov-switching autoregressive model
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river flow modeling
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tail behaviour
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0.8352706432342529
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0.8224021196365356
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0.8002679944038391
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0.8001856803894043
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0.7867641448974609
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