Tail behaviour and extremes of two-state Markov-switching autoregressive models (Q945187)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail behaviour and extremes of two-state Markov-switching autoregressive models |
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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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