scientific article; zbMATH DE number 876736

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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zbMATH Keywords

exceedance point processmultivariate extremal indexmultivariate extreme valuesstationary Markov chainstochastic difference equation with random coefficients

Mathematics Subject Classification ID

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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