An extremal markovian sequence
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Publication:3833337
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Cited in
(32)- On tail dependence: a characterization for first-order max-autoregressive processes
- Asymptotic distribution of maximal autoregressive process with weight tending to 1
- Modeling rare events through a \(p\)RARMAX process
- Extremes of multivariate ARMAX processes
- Multivariate extremes of random scores of particles in branching processes with max-linear heredity
- Limit distribution for point processes of high local maxima
- Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions
- Extremal index blocks estimator: the threshold and the block size choice
- Methods for estimating the upcrossings index: improvements and comparison
- On extremal dependence: some contributions
- Extremes of scale mixtures of multivariate time series
- Modeling extreme events: sample fraction adaptive choice in parameter estimation
- Modelling some stationary Markov processes and related characterizations
- Extremes and clustering of nonstationary max-AR(1) sequences
- Statistical analysis of first-order MARMA processes
- Clustering of upcrossings of high values
- Records generated by Markov sequences
- Extremes of Stationary Sequences with Failures
- On the extremes of the max-INAR(1) process for time series of counts
- Dependence matrices for spatial extreme events
- Joint exceedances of the ARCH process
- ON THE EXTREMAL BEHAVIOUR OF SOME STATIONARY MARKOV SEQUENCE
- Extremal behaviour of a periodically controlled sequence with imputed values
- On the stationary distribution of some extremal Markovian sequences
- Asymptotic distributions of extremes of extremal Markov sequences
- On the extremal behavior of a Pareto process: an alternative for ARMAX modeling
- Bootstrap and other resampling methodologies in statistics of extremes
- Maximum length of a series in a Markovian binary sequence with an application to the description of a basketball game
- The max-INAR(1) model for count processes
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index
- Stationary max-stable processes with the Markov property
- Maximum term of a particular autoregressivesequence with discrete margins
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