Pages that link to "Item:Q945187"

The following pages link to Tail behaviour and extremes of two-state Markov-switching autoregressive models (Q945187):

Displaying 2 items.

• The distribution of the maximum of a first order autoregressive process: The continuous case (Q641767) (← links)
• Modelling extremes of time-dependent data by Markov-switching structures (Q1011533) (← links)