Pages that link to "Item:Q3800808"

The following pages link to Maxima and exceedances of stationary Markov chains (Q3800808):

Displaying 45 items.

• Clustering of Markov chain exceedances (Q373538) (← links)
• On limiting cluster size distributions for processes of exceedances for stationary sequences (Q613169) (← links)
• Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
• Convergence to type I distribution of the extremes of sequences defined by random difference equation (Q719372) (← links)
• Extremal behaviour of models with multivariate random recurrence representation (Q875906) (← links)
• Phantom distribution functions for some stationary sequences (Q897845) (← links)
• The extremal index for GARCH(1,1) processes (Q907366) (← links)
• Relative extremal index of two stationary processes (Q1176547) (← links)
• On a loss of memory property of the maximum (Q1263873) (← links)
• Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities (Q1296735) (← links)
• The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
• Darling-Erdős theorems for normalized sums of i. i. d. variables close to a stable law (Q1307507) (← links)
• Wide sense regenerative processes with applications to multi-channel queues and networks (Q1323527) (← links)
• On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
• Computing the extremal index of special Markov chains and queues (Q1382480) (← links)
• Extremal behavior of the autoregressive process with ARCH(1) errors (Q1613588) (← links)
• Quenched phantom distribution functions for Markov chains (Q1640930) (← links)
• Estimating the extremal index through local dependence (Q1650108) (← links)
• \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) (← links)
• Clusters of extremes: modeling and examples (Q1692076) (← links)
• Limit theorems for mixed max-sum processes with renewal stopping (Q1769414) (← links)
• Compound Poisson approximation for Markov chains using Stein's method (Q1807200) (← links)
• The extremes of a triangular array of normal random variables (Q1814757) (← links)
• Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes (Q1822829) (← links)
• Maxima of partial sums indexed by geometrical structures (Q1872311) (← links)
• Rare events for stationary processes. (Q1877529) (← links)
• Extremes of Markov sequences (Q1890877) (← links)
• Regenerative block-bootstrap confidence intervals for tail and extremal indexes (Q1951155) (← links)
• The tail empirical process of regularly varying functions of geometrically ergodic Markov chains (Q2010476) (← links)
• Directional phantom distribution functions for stationary random fields (Q2040049) (← links)
• Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes (Q2103984) (← links)
• Compound Poisson approximation (Q2135729) (← links)
• On regenerative estimation of extremal index in queueing systems (Q2151354) (← links)
• Maxima and sums of non-stationary random length sequences (Q2198601) (← links)
• Asymptotics of the order statistics for a process with a regenerative structure (Q2406812) (← links)
• Maxima of waiting times for the random order service \(M|M|1\) queue (Q2432955) (← links)
• Tail estimates for stochastic fixed point equations via nonlinear renewal theory (Q2447717) (← links)
• Extremal indices, geometric ergodicity of Markov chains and MCMC (Q2463676) (← links)
• Hitting Times and the Running Maximum of Markovian Growth-Collapse Processes (Q3014974) (← links)
• Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
• On level crossings for a general class of piecewise-deterministic Markov processes (Q3535654) (← links)
• Asymptotics of Markov Kernels and the Tail Chain (Q4915655) (← links)
• Extreme events of Markov chains (Q5233162) (← links)
• Bootstrapping Robust Statistics for Markovian Data Applications to Regenerative <i>R</i>‐Statistics and <i>L</i>‐Statistics (Q5251509) (← links)
• On the cycle maximum of birth-death processes and networks of queues (Q6135888) (← links)