Pages that link to "Item:Q3992284"
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The following pages link to The extremal index for a Markov chain (Q3992284):
Displaying 47 items.
- Model misspecification in peaks over threshold analysis (Q79202) (← links)
- Estimation of the extremal index using censored distributions (Q83310) (← links)
- An efficient semiparametric maxima estimator of the extremal index (Q111088) (← links)
- Likelihood estimation of the extremal index (Q111096) (← links)
- Clustering of Markov chain exceedances (Q373538) (← links)
- Stationary max-stable processes with the Markov property (Q402414) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
- A functional limit theorem for dependent sequences with infinite variance stable limits (Q690870) (← links)
- Extremal clustering in non-stationary random sequences (Q825998) (← links)
- The extremal index for GARCH(1,1) processes (Q907366) (← links)
- Tail behaviour and extremes of two-state Markov-switching autoregressive models (Q945187) (← links)
- Bayesian inference for clustered extremes (Q1003325) (← links)
- Modelling extremes of time-dependent data by Markov-switching structures (Q1011533) (← links)
- Regularly varying multivariate time series (Q1016605) (← links)
- The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
- Computing the extremal index of special Markov chains and queues (Q1382480) (← links)
- \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) (← links)
- The extremes of a triangular array of normal random variables (Q1814757) (← links)
- Extremes of Markov sequences (Q1890877) (← links)
- Estimation of extreme values by the average conditional exceedance rate method (Q1952487) (← links)
- A sufficiency property arising from the characterization of extremes of Markov chains (Q1975196) (← links)
- The tail empirical process of regularly varying functions of geometrically ergodic Markov chains (Q2010476) (← links)
- On regenerative estimation of extremal index in queueing systems (Q2151354) (← links)
- A new approach for time-variant probability density function of the maximal value of stochastic dynamical systems (Q2194342) (← links)
- Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables (Q2231309) (← links)
- Joint extremal behavior of hidden and observable time series with applications to GARCH processes (Q2340041) (← links)
- Extremal indices, geometric ergodicity of Markov chains and MCMC (Q2463676) (← links)
- Modelling dependence uncertainty in the extremes of Markov chain (Q2488432) (← links)
- Approximate distributions of clusters of extremes (Q2573256) (← links)
- A latent process model for temporal extremes (Q2922156) (← links)
- ON EXTREMAL INDICES FOR SOME MARKOV CHAINS INDUCED BY MCMC ALGORITHMS (Q3424392) (← links)
- A Hierarchical Model for Extreme Wind Speeds (Q3435366) (← links)
- An extremal markovian sequence (Q3833337) (← links)
- Functionals of clusters of extremes (Q4454111) (← links)
- Asymptotics of Markov Kernels and the Tail Chain (Q4915655) (← links)
- One- versus multi-component regular variation and extremes of Markov trees (Q5005037) (← links)
- Markov tail chains (Q5176525) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
- Extreme events of Markov chains (Q5233162) (← links)
- Extremal index blocks estimator: the threshold and the block size choice (Q5861451) (← links)
- A new blocks estimator for the extremal index (Q6078230) (← links)
- Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions (Q6176326) (← links)
- Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments (Q6546548) (← links)
- Clustering of extreme values: estimation and application (Q6549698) (← links)
- Modeling short-ranged dependence in block extrema with application to polar temperature data (Q6626382) (← links)
- Temporal evolution of the extreme excursions of multivariate \(k\)th order Markov processes with application to oceanographic data (Q6626649) (← links)
