scientific article; zbMATH DE number 876736
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Publication:4877211
zbMATH Open0845.60048MaRDI QIDQ4877211FDOQ4877211
Authors: Roland Perfekt
Publication date: 8 May 1996
Title of this publication is not available (Why is that?)
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exceedance point processmultivariate extremal indexmultivariate extreme valuesstationary Markov chainstochastic difference equation with random coefficients
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70) Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05)
Cited In (18)
- Markov chains generated by maximizing components of multidimensional extremal processes
- A sufficiency property arising from the characterization of extremes of Markov chains
- Asymptotics of Markov kernels and the tail chain
- Modelling dependence uncertainty in the extremes of Markov chain
- The distribution of extrema for risk processes on the finite Markov chain
- Title not available (Why is that?)
- On extremal theory for stationary processes
- Extremes of Markov Chains with Tail Switching Potential
- The effect of the Markov chain condition on the prediction of extreme values
- Extreme value distributions for two kinds of path sums of Markov chain
- The extremal index for a Markov chain
- Maxima and exceedances of stationary Markov chains
- Markov chain models, time series analysis and extreme value theory
- Markov tail chains
- Extreme events of Markov chains
- Clustering of Markov chain exceedances
- Extremes of Markov sequences
- Extreme values for stationary and Markov sequences
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