Pages that link to "Item:Q1333390"
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The following pages link to Extremal behaviour of stationary Markov chains with applications (Q1333390):
Displaying 46 items.
- Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
- Clustering of Markov chain exceedances (Q373538) (← links)
- Stationary max-stable processes with the Markov property (Q402414) (← links)
- Rare-event asymptotics for the number of exceedances of multiplicative factor models (Q497492) (← links)
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
- On extremal theory for stationary processes (Q917155) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
- Estimating the multivariate extremal index function (Q1002535) (← links)
- Modelling extremes of time-dependent data by Markov-switching structures (Q1011533) (← links)
- Regularly varying multivariate time series (Q1016605) (← links)
- On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring (Q1049197) (← links)
- Markov chains generated by maximizing components of multidimensional extremal processes (Q1101780) (← links)
- The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
- Asymptotic behaviour of stationary distributions for countable Markov chains, with some applications (Q1301754) (← 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)
- The sample ACF of a simple bilinear process (Q1613623) (← links)
- Cluster size distributions of extreme values for the Poisson-Voronoi tessellation (Q1634173) (← links)
- Large excursions and conditioned laws for recursive sequences generated by random matrices (Q1660628) (← links)
- Regular variation of a random length sequence of random variables and application to risk assessment (Q1744175) (← links)
- Multilevel clustering of extremes. (Q1766039) (← links)
- The extremes of a triangular array of normal random variables (Q1814757) (← links)
- Rare events for stationary processes. (Q1877529) (← links)
- Extremes of Markov sequences (Q1890877) (← links)
- A sufficiency property arising from the characterization of extremes of Markov chains (Q1975196) (← links)
- Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
- Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752) (← links)
- Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
- Extremality and factorizability of Markov operators (Q2207660) (← 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)
- Measures of serial extremal dependence and their estimation (Q2447645) (← 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)
- (Q3345565) (← links)
- ON EXTREMAL INDICES FOR SOME MARKOV CHAINS INDUCED BY MCMC ALGORITHMS (Q3424392) (← links)
- (Q4226408) (← links)
- Functionals of clusters of extremes (Q4454111) (← links)
- Extreme value theory for stochastic processes (Q4844222) (← 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)
- Extreme events of Markov chains (Q5233162) (← links)
- Asymptotic properties of extremal Markov processes driven by Kendall convolution (Q6071172) (← links)
- Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions (Q6176326) (← links)
- Compound Poisson approximation for simple transient random walks in random sceneries (Q6564533) (← links)
