Pages that link to "Item:Q4236513"
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The following pages link to Models for the extremes of Markov chains (Q4236513):
Displaying 22 items.
- Latent process modelling of threshold exceedances in hourly rainfall series (Q321463) (← links)
- Time-varying Markov models for binary temperature series in agrorisk management (Q484611) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- Tail behaviour and extremes of two-state Markov-switching autoregressive models (Q945187) (← links)
- Limit theorems for empirical processes of cluster functionals (Q988001) (← links)
- Modeling rare events through a \(p\)RARMAX process (Q989285) (← links)
- Modelling extremes of time-dependent data by Markov-switching structures (Q1011533) (← links)
- \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) (← links)
- Extreme value distributions for two kinds of path sums of Markov chain (Q2176396) (← links)
- On tail dependence: a characterization for first-order max-autoregressive processes (Q2435884) (← links)
- Modelling dependence uncertainty in the extremes of Markov chain (Q2488432) (← links)
- The distribution of extrema for risk processes on the finite Markov chain (Q2740068) (← links)
- A latent process model for temporal extremes (Q2922156) (← links)
- Improving financial risk assessment through dependency (Q3153691) (← links)
- Anticipating Catastrophes through Extreme Value Modelling (Q3435776) (← links)
- A New Class of Models for Bivariate Joint Tails (Q3551039) (← links)
- Markov chain models for threshold exceedances (Q4364896) (← links)
- Functionals of clusters of extremes (Q4454111) (← links)
- Asymptotics of Markov Kernels and the Tail Chain (Q4915655) (← links)
- Asymptotic dependence of bivariate maxima (Q5866066) (← links)
- Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution (Q5952100) (← links)
- Temporal evolution of the extreme excursions of multivariate \(k\)th order Markov processes with application to oceanographic data (Q6626649) (← links)
