Markov tail chains (Q5176525)

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scientific article; zbMATH DE number 6408808
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Markov tail chains
scientific article; zbMATH DE number 6408808

    Statements

    publication date
    26 February 2015
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    zbMATH Keywords
    extreme value distribution
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    multivariate Markov chain
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    tail chain
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    multivariate regular variation
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    random walk
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    stochastic difference equation
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    arXiv classification
    math.PR
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    cites work
    Q5560061
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    Q4343010
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    Q3741845
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    Heavy-Tail Phenomena
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    Asymptotic Statistics
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    Identifiers

    Mathematics Subject Classification ID
    60G70
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    60J05
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    60G10
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    60H25
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    62P05
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    zbMATH DE Number
    6408808
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    arXiv ID
    1304.7637
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